Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)

L. C. G. Rogers; David Williams

Séminaire de probabilités de Strasbourg (1980)

  • Volume: 14, page 332-342

How to cite

top

Rogers, L. C. G., and Williams, David. "Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)." Séminaire de probabilités de Strasbourg 14 (1980): 332-342. <http://eudml.org/doc/113296>.

@article{Rogers1980,
author = {Rogers, L. C. G., Williams, David},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {fluctuating additive functionals; time substitution; transition semigroup; Wiener-Hopf factorization},
language = {eng},
pages = {332-342},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)},
url = {http://eudml.org/doc/113296},
volume = {14},
year = {1980},
}

TY - JOUR
AU - Rogers, L. C. G.
AU - Williams, David
TI - Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
JO - Séminaire de probabilités de Strasbourg
PY - 1980
PB - Springer - Lecture Notes in Mathematics
VL - 14
SP - 332
EP - 342
LA - eng
KW - fluctuating additive functionals; time substitution; transition semigroup; Wiener-Hopf factorization
UR - http://eudml.org/doc/113296
ER -

References

top
  1. [1] Azema, J. and Yor M., Une solution simple au problème de SkorokhodSéminaire de Probabilités XIII, 90-115, SpringerLecture Notes721, 1979. Zbl0414.60055MR544782
  2. [2] Barlow, M.T., Rogers, L.C.G.and David Williams, Wiener-Hopf factorisation for matrices this volume. Zbl0429.15007
  3. [3] Bingham, N.H.Fluctuation theory in continuous time, Adv. Appl. Probability7705-766, 1975. Zbl0322.60068MR386027
  4. [4] Gnedenko, B.V. and Kolmogorov, A.N.Limit Theorems for Sums of Independent Random VariablesAddison-Wesley, Reading, Mass., 1954. Zbl0056.36001MR62975
  5. [5] McKean, H.P.A winding problem for a resonator driven by a white noiseJ. Math. Kyoto Univ.2-2, 227-235, 1963. Zbl0119.34701MR156389
  6. [6] Meyer, P.A.L'operateur carré du champ, Séminaire de Probabilités X, 142-162, 1976, SpringerLecture Notes511. 
  7. [7] Rogers, L.C.G. and Pitman, J.W.Markov functions submitted to Ann. Probability. Zbl0466.60070MR624684

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.