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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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Bibliographic Details
Date:	2015
Main Authors:	Bratiichuk, N. S., Братійчук, М. С.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2015
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/2042
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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