On a continuous time extension of Feller's Lemma
- 1 January 1971
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 17 (3) , 220-226
- https://doi.org/10.1007/bf00536758
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Ladder variables for a continuous time stochastic processProbability Theory and Related Fields, 1970
- On the First Passage Time Across a Given Level for Processes with Independent IncrementsTheory of Probability and Its Applications, 1968
- On the distribution of the supremum functional for processes with stationary independent incrementsTransactions of the American Mathematical Society, 1957
- Some theorems concerning Brownian motionTransactions of the American Mathematical Society, 1956
- Extension of a renewal theoremPacific Journal of Mathematics, 1953