On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
For a homogeneous process with independent increments, we determine the integral transforms of the joint distribution of the first-exit time from an interval and the value of a jump of a process over the boundary at exit time and the joint distribution of the supremum, infimum, and value of the proc...
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| Datum: | 2005 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2005
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3691 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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