The paper is devoted to the study of integral functionals for a wide class of functions f and transient stochastic processes X(t,ω) with stationary and independent increments. In particular, for nonnegative processes a random analogue of the Tauberian theorem is obtained.
@article{bwmeta1.element.bwnjournal-article-smv103i3p299bwm,
author = {K. Urbanik},
title = {Functionals on transient stochastic processes with independent increments},
journal = {Studia Mathematica},
volume = {103},
year = {1992},
pages = {299-315},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv103i3p299bwm}
}
Urbanik, K. Functionals on transient stochastic processes with independent increments. Studia Mathematica, Tome 103 (1992) pp. 299-315. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv103i3p299bwm/
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