On Local Properties of Processes with Independent Increments

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Previous article Next article On Local Properties of Processes with Independent IncrementsE. S. ShtatlandE. S. Shtatlandhttps://doi.org/10.1137/1110036PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] B. V. Gnedenko and , A. N. Kolmogorov, Limit distributions for sums of independent random variables, Addison-Wesley Publishing Company, Inc., Cambridge, Mass., 1954ix+264 MR0062975 0056.36001 Google Scholar[2] A. V. Skorohod, Random processes with independent increments, M. Izd-vo “Nauka”, 1964, (In Russian.) Google Scholar[3] V. M. Zolotarev, Distribution of the superposition of infinitely divisible processes, Theor. Prob. Applications, 3 (1958), 185–188, (English translation.) 10.1137/1103017 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Extensions of Regularity for a Lévy ProcessR. A. Maller8 August 2018 | Theory of Probability & Its Applications, Vol. 62, No. 4AbstractPDF (412 KB)Extensions of regularity for a Lévy processТеория вероятностей и ее применения, Vol. 62, No. 4 Cross Ref Strong laws at zero for trimmed Lévy processesElectronic Journal of Probability, Vol. 20, No. none Cross Ref General Storage Models and Paths of Bounded Variation Cross Ref The Wiener–Hopf Factorisation Cross Ref Inversions of Infinitely Divisible Distributions and Conjugates of Stochastic Integral Mappings10 May 2012 | Journal of Theoretical Probability, Vol. 26, No. 4 Cross Ref Weak Drifts of Infinitely Divisible Distributions and Their Applications27 April 2012 | Journal of Theoretical Probability, Vol. 26, No. 3 Cross Ref On Continuity Properties of the Law of Integrals of Lévy Processes Cross Ref Passage of Lévy processes across power law boundaries at small timesThe Annals of Probability, Vol. 36, No. 1 Cross Ref Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes14 July 2016 | Journal of Applied Probability, Vol. 44, No. 04 Cross Ref Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes14 July 2016 | Journal of Applied Probability, Vol. 44, No. 4 Cross Ref Finiteness of integrals of functions of Lévy processes27 November 2006 | Proceedings of the London Mathematical Society, Vol. 94, No. 2 Cross Ref On the Novikov-Shiryaev Optimal Stopping Problems in Continuous TimeElectronic Communications in Probability, Vol. 10, No. none Cross Ref Basic Results on Lévy Processes Cross Ref Self-similar processes with independent incrementsProbability Theory and Related Fields, Vol. 89, No. 3 Cross Ref Storage processes with general release rule and additive inputs1 July 2016 | Advances in Applied Probability, Vol. 14, No. 02 Cross Ref Storage processes with general release rule and additive inputs1 July 2016 | Advances in Applied Probability, Vol. 14, No. 2 Cross Ref Level crossings and stationary distributions for general dams14 July 2016 | Journal of Applied Probability, Vol. 17, No. 01 Cross Ref Level crossings and stationary distributions for general dams14 July 2016 | Journal of Applied Probability, Vol. 17, No. 1 Cross Ref Stable processes: Sample function growth at a local minimumZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 49, No. 2 Cross Ref Ladder phenomena in stochastic processes with stationary independent incrementsZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 20, No. 1 Cross Ref On a Regenerative Phenomenon Occurring in a Storage Model5 December 2018 | Journal of the Royal Statistical Society: Series B (Methodological), Vol. 32, No. 3 Cross Ref Local Behavior of Processes with Independent IncrementsB. A. Rogozin17 July 2006 | Theory of Probability & Its Applications, Vol. 13, No. 3AbstractPDF (515 KB)On Distributions of Functionals Related to Boundary Problems for Processes with Independent IncrementsB. A. Rogozin17 July 2006 | Theory of Probability & Its Applications, Vol. 11, No. 4AbstractPDF (1013 KB)On the Distribution of the Maximum of a Process with Independent IncrementsE. S. Shtatland17 July 2006 | Theory of Probability & Its Applications, Vol. 10, No. 3AbstractPDF (406 KB) Volume 10, Issue 2| 1965Theory of Probability & Its Applications History Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1110036Article page range:pp. 317-322ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics