Potential Method in the Limit Problems for the Processes with Independent Increments
We propose a new approach to the application of the Korolyuk potential method for the investigation of limit functionals for processes with independent increments. The formulas for the joint distribution of functionals related to crossing a level by the process are obtained and their asymptotic anal...
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| Date: | 2015 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2015
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2042 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |