Further results for ladder processes in continuous time-Reference-Cited by-同舟云学术

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Further results for ladder processes in continuous time

Published:1973-04 Issue:2 Volume:1 Page:151-168
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Prabhu N.U.,Rubinovitch Michael

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference13 articles.

1. Introduction to the theory of random processes;Gikhman,1965

2. On the joint distribution of the first exit time and exit value for homogeneous processes with independent increments;Gusak;Theor. Probability Appl.,1969

3. On the first passage time across a given level for processes with independent increments;Gusak;Theor. Probability Appl.,1968

4. On the infinitesimal generator of integral convolutions;Hartman;Am. J. Math.,1942

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Basic Storage Model;Stochastic Storage Processes;1998

2. The work of Lajos Takács on probability theory;Journal of Applied Probability;1994

3. The work of Lajos Takács on probability theory;Journal of Applied Probability;1994

4. More Storage Models;Stochastic Storage Processes;1980

5. Fluctuation theory in continuous time;Advances in Applied Probability;1975-12

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