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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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Bibliographic Details
Date:	2004
Main Authors:	Kadankova, T. V., Каданкова, Т. В.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2004
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3761
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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