Functionals on transient stochastic processes with independent increments

Kazimierz Urbanik

ArticleOriginal scientific text

Title

Functionals on transient stochastic processes with independent increments

Authors ¹

Affiliations

Institute of Mathematics, Wrocław University, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland

Abstract

The paper is devoted to the study of integral functionals

ʃ_{0}^{\infty} f (X (t, ω)) d t

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.

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Title

Functionals on transient stochastic processes with independent increments

Affiliations

Abstract

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