Geodesic
Functionals on transient stochastic processes with independent increments
Studia Mathematica, Tome 103 (1992) no. 3, pp. 299-315

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

The paper is devoted to the study of integral functionals $ʃ_0^∞ f(X(t,ω))dt$ 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.
DOI : 10.4064/sm-103-3-299-315

K. Urbanik 1

1 
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K. Urbanik. Functionals on transient stochastic processes with independent increments. Studia Mathematica, Tome 103 (1992) no. 3, pp. 299-315. doi: 10.4064/sm-103-3-299-315

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