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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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Datum:	2015
Hauptverfasser:	Bratiichuk, N. S., Братійчук, М. С.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2015
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/2042
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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