On Distributions Determined by Their Upward, Space–Time Wiener–Hopf Factor-Reference-Cited by-同舟云学术

On Distributions Determined by Their Upward, Space–Time Wiener–Hopf Factor

Published:2019-03-05 Issue:2 Volume:33 Page:1011-1033
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Chaumont Loïc,Doney Ron

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10959-019-00889-x.pdf

Reference10 articles.

1. Bertoin, J.: Lévy Processes. Cambridge University Press, Cambridge (1996)

2. Doney, R.A.: Fluctuation Theory for Lévy Processes. Ecole d’été de Probabilités de Saint-Flour, Lecture Notes in Mathematics No. 1897. Springer (2005)

3. Feller, W.: An Introduction to Probability Theory and its Applications, vol. II, 2nd edn. Wiley, New York, London, Sydney (1971)

4. Feller, W.: On Müntz’ theorem and completely monotone functions. Am. Math. Mon. 75, 342–350 (1968)

5. Kyprianou, A.E.: Fluctuations of Lévy Processes with Applications. Introductory Lectures, 2nd edn. Springer, Heidelberg (2014)

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