Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval
We investigate boundary functionals of a semicontinuous process with independent increments on an interval with two reflecting boundaries. We determine the transition and ergodic distributions of the process, as well as the distributions of boundary functionals of the process, namely, the time of fi...
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| Date: | 2004 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2004
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3761 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |