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- W2039175517 abstract "Previous article Next article Local Behavior of Processes with Independent IncrementsB. A. RogozinB. A. Rogozinhttps://doi.org/10.1137/1113059PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. V. Skorokhod, Stochastic Processes with Independent Increments, Izd-vo “Nauka”, Moscow, 1964, (In Russian.) Google Scholar[2] E. S. Shtatland, On local properties of processes with independent increments, Theory Prob. Applications, 10 (1965), 317–322 10.1137/1110036 LinkGoogle Scholar[3] M. Zolotarev, Distribution of the superposition of two infinitely divisible distributions, Theory Prob. Applications, 3 (1958), 185–192 10.1137/1103017 LinkGoogle Scholar[4] B. A. Rogozin, On some classes of processes with independent increments, Theory Prob. Applications, 10 (1965), 479–483 10.1137/1110056 0161.37202 LinkGoogle Scholar[5] E. S. Shtatland, Candidate's Dissertation, Kiev Gosudarst. Univ., Kiev, 1966 Google Scholar[6] B. A. Rogozin, On distributions of certain functionals related to boundary problems for processes with independent increments, Theory Prob. Applications, 11 (1966), 580–591 10.1137/1111062 LinkGoogle Scholar[7] H. Cramér, Collective Risk Theory, Esselte, Stockholm, 1965 Google Scholar[8] B. A. Rogozin, On the distribution of the first jump, Theory Prob. Applications, 9 (1964), 450–465 10.1137/1109060 LinkGoogle Scholar[9] A. A. Borovkov, On the first passage time for a class of processes with independent increments, Theory Prob. Applications, 10 (1965), 331–334 10.1137/1110038 LinkGoogle Scholar[10] V. M. Zolotarev, First passage time of a level and behavior at infinity of a class of processes with independent increments, Theory Prob. Applications, 9 (1964), 653–661 10.1137/1109090 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Inequalities in a Two-Sided Boundary Crossing Problem for Stochastic Processes27 May 2021 | Siberian Mathematical Journal, Vol. 62, No. 3 Cross Ref Extensions of Regularity for a Lévy ProcessR. A. Maller8 August 2018 | Theory of Probability & Its Applications, Vol. 62, No. 4AbstractPDF (412 KB)Bibliography3 November 2017 Cross Ref Affine processes on $mathbb{R}_{+}^{m}timesmathbb{R}^{n}$ and multiparameter time changesAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques, Vol. 53, No. 3 Cross Ref 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 The convex minorant of a Lévy processThe Annals of Probability, Vol. 40, No. 4 Cross Ref Passage of Lévy processes across power law boundaries at small timesThe Annals of Probability, Vol. 36, No. 1 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 Fluctuation Theory for Lévy Processes Cross Ref Generalized parking problems for levy processesSequential Analysis, Vol. 17, No. 2 Cross Ref Ladder Subordinators for Processes with Independent IncrementsB. A. Rogozin17 July 2006 | Theory of Probability & Its Applications, Vol. 36, No. 3AbstractPDF (759 KB)Stable processes: Sample function growth at a local minimumZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 49, No. 2 Cross Ref Distribution of the Size of the First Jump over a Level for a Class of Stochastic ProcessesA. I. Fokht17 July 2006 | Theory of Probability & Its Applications, Vol. 21, No. 2AbstractPDF (351 KB)Ladder phenomena in stochastic processes with stationary independent incrementsZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 20, No. 1 Cross Ref On Joint Distributions of Random Variables Associated with Fluctuations of a Process with Independent IncrementsE. A. Pecherskii and B. A. Rogozin17 July 2006 | Theory of Probability & Its Applications, Vol. 14, No. 3AbstractPDF (1013 KB) Volume 13, Issue 3| 1968Theory of Probability & Its Applications History Submitted:03 August 1966Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1113059Article page range:pp. 482-486ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics" @default.
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