Geodesic
Inverse process with independent positive increments: finite-dimensional distributions
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 286-297 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

An inverse process with independent positive increments is considered. For such a procees the first hitting time $\tau_x$ of the level $x$ as a function of $x\ge0$ is the proper process with independent positive increments. In terms of the first hitting times and their L'evy measures malti-demensional distribution densities and Laplace transformations are derived. Stationary distributions of increments of the process are being investigated. 
@article{ZNSL_2004_311_a16,
     author = {B. P. Harlamov},
     title = {Inverse process with independent positive increments: finite-dimensional distributions},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {286--297},
     year = {2004},
     volume = {311},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a16/}
}
TY  - JOUR
AU  - B. P. Harlamov
TI  - Inverse process with independent positive increments: finite-dimensional distributions
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2004
SP  - 286
EP  - 297
VL  - 311
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a16/
LA  - ru
ID  - ZNSL_2004_311_a16
ER  - 
%0 Journal Article
%A B. P. Harlamov
%T Inverse process with independent positive increments: finite-dimensional distributions
%J Zapiski Nauchnykh Seminarov POMI
%D 2004
%P 286-297
%V 311
%U http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a16/
%G ru
%F ZNSL_2004_311_a16
B. P. Harlamov. Inverse process with independent positive increments: finite-dimensional distributions. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 286-297. http://geodesic.mathdoc.fr/item/ZNSL_2004_311_a16/

[1] A. N. Borodin, P. Salminen, Handbook of Brownian Motion – Facts and Formulae, Birkhäuser Verlag, 1996 | MR | Zbl

[2] V. Feller, Vvedenie v teoriyu veroyatnostei i ee prilozheniya, 2, Mir, M., 1967

[3] I. B. Gertsbakh, Kh. B. Kordonskii, Modeli otkazov, M., 1966

[4] B. P. Kharlamov, Nepreryvnye polumarkovskie protsessy, Nauka, SPb., 2001 | MR

[5] B. P. Harlamov, “Continuous semi-Markov processes and their applications”, Semi-Markov processes and their applications, Communications in Statistics, Theory and Methods, 33, no. 3, 2004, 569–589 | MR | Zbl

[6] B. P. Harlamov, “Inverse gamma-process as a model of wear”, Longevity, Aging and Degradation Models, 2, St.Petersburg, 2004, 180–190 | Zbl

[7] K. Ito, G. Makkin, Diffuzionnye protsessy i ikh traektorii, Mir, M., 1968 | Zbl

[8] A. V. Skorokhod, Sluchainye protsessy s nezavisimymi prirascheniyami, Nauka, M., 1964 | MR | Zbl