On the joint distribution of the supremum, infimum, and the value of a semicontinuous process with independent increments
Анотація
The joint distribution of the supremum, infimum, and the value of a homogeneous lower semicontinuous process with independent increments is found in this paper.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
Схоже за: Stochastic processes and financial applications · Point processes and geometric inequalities · Probability and Risk Models
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
Схоже за: Stochastic processes and financial applications · Probability and Risk Models
Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes
Схоже за: Stochastic processes and financial applications · Probability and Risk Models
New and refined bounds for expected maxima of fractional Brownian motion
Схоже за: Stochastic processes and financial applications · Probability and Risk Models
Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis
Схоже за: Stochastic processes and financial applications · Probability and Risk Models
Inhomogeneous perturbations of a renewal equation and the Cramér–Lundberg theorem for a risk process with variable premium rates
Схоже за: Stochastic processes and financial applications · Probability and Risk Models