Functionals on transient stochastic processes with independent increments
Volume 103 / 1992
Studia Mathematica 103 (1992), 299-315
DOI: 10.4064/sm-103-3-299-315
Abstract
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.
