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Bulletin of the American Mathematical Society
Bulletin of the American Mathematical Society
ISSN 1088-9485(online) ISSN 0273-0979(print)

 

A convolution equation and hitting probabilities of single points for processes with stationary independent increments


Author: Harry Kesten
Journal: Bull. Amer. Math. Soc. 75 (1969), 573-578
MathSciNet review: 0251797
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References [Enhancements On Off] (What's this?)

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  • 3. Kai lai Chung, Sur une équation de convolution, C. R. Acad. Sci. Paris 260 (1965), 6794–6796 (French). MR 0187284 (32 #4737)
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  • 9. H. P. McKean Jr., Correction to “An integral equation arising from Markov chains”, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 11 (1968), 82. MR 0240877 (39 #2222)
  • 10. P.-A. Meyer, Processus à accroissements indépendants et positifs, Séminaire de Probabilités III (Univ. Strasbourg, 1967/68) Springer, Berlin, 1969, pp. 175–189 (French). MR 0270446 (42 #5334)
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Additional Information

DOI: http://dx.doi.org/10.1090/S0002-9904-1969-12245-7
PII: S 0002-9904(1969)12245-7