INCREASE OF LEVY PROCESSES

Doney RA.

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INCREASE OF LEVY PROCESSES

机译：征税流程的增加

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A rather complicated condition is shown to be necessary and sufficient for a Levy process to have points of increase. A much simpler condition is then shown to be sufficient in the general case, and necessary under certain regularity conditions. The approach used here also gives a unified proof of results for certain special classes of Levy processes, which have previously been obtained by Bertoin. [References: 19]

机译：事实证明，对于征费过程而言，要达到增加点的条件是十分必要和充分的。然后，在一般情况下，显示一个简单得多的条件就足够了，在某些规则条件下是必需的。此处使用的方法还为某些特定类别的征费流程（先前由Bertoin获得）提供了统一的结果证明。 [参考：19]

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《The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics》 |1996年第2期|共10页
作者
Doney RA.;
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正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
Stable processes; Spectrally negative; Subordinators; Increase time; Brownian-motion; Time;

机译：稳定的过程;光谱为负;从属者;增加时间;布朗运动;时间;

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专利

1. FIRST PASSAGE PROBLEMS OVER INCREASING BOUNDARIES FOR LEVY PROCESSES WITH EXPONENTIALLY DECAYED LEVY MEASURES [J] . Kaji Sh. Theory of probability and its applications . 2016,第1期

机译：征集征集征集措施的征收流程越来越多的第一次段落问题
2. Numerical computation of hitting time distributions of increasing Levy processes [J] . Choe Geon Ho, Lee Dong Min Statistics & Probability Letters . 2016,第Null期

机译：Levy过程不断增加的命中时间分布的数值计算
3. Using differential equations to obtain joint moments of first-passage times of increasing Levy processes [J] . Veillette M, Taqqu MS Statistics & Probability Letters . 2010,第7a8期

机译：使用微分方程获得不断增加的Levy过程的首次通过时间的联合力矩
4. Multi-dimensional Levy Processes for Multiple Dependent Degradation Processes in Lifetime Analysis [C] . Yu Shi, Yin Shu, Qianmei Feng Industrial and Systems Engineering Annual Conference and Expo . 2018

机译：寿命分析中多维依赖性降解过程的多维征收过程
5. Total variation of Gaussian processes and local times of associated Levy processes [D] . Lovell, Jonathan R. 2009

机译：高斯过程和相关征费过程的本地时间的总变化
6. A Sprouty4 Mutation Identified in Kallmann Syndrome Increases the Inhibitory Potency of the Protein towards FGF and Connected Processes [O] . Astrid Stütz, Anna Z. M. Kamptner, Hedwig Sutterlüty 2021

机译：Kallmann综合征中鉴定的Sprouty4突变增加了蛋白质对FGF和连接过程的抑制性效力
7. Рецензии на книги: Bertoin G. “Levy Processes”; Sato K.-I. “Levy Processes and Infinitely Divisible Distributions” [O] . Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev 2000

机译：Рецензиинакниги：Bertoin G.“征收流程”;佐藤K.-i. “征收流程和无限分隔的分布”
8. Structural Properties of Reflected Levy Processes [R] . Andersen, L. N., Mandjes, M. R. H. 2008

机译：反映征费过程的结构特征

INCREASE OF LEVY PROCESSES

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