FUNCTIONALS ON TRANSIENT STOCHASTIC-PROCESSES WITH INDEPENDENT INCREMENTS

被引：17

作者：

URBANIK, K

机构：

来源：

STUDIA MATHEMATICA | 1992年 / 103卷 / 03期

关键词：

D O I：

10.4064/sm-103-3-299-315

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The paper is devoted to the study of integral functionals integral0 infinity f(X(t, omega)) dt for a wide class of functions f and transient stochastic processes X (t, omega) with stationary and independent increments. In particular, for nonnegative processes a random analogue of the Tauberian theorem is obtained.

引用

页码：299 / 315

页数：17

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