Distribution of Overjump Functionals of a Semicontinuous Homogeneous Process with Independent Increments
We establish relations for the distributions of functionals associated with an overjump of a process ξ(t) with continuously distributed jumps of arbitrary sign across a fixed level x > 0 (including the zero level x = 0 and infinitely remote level x → ∞). We improve these relations in the case...
Saved in:
| Date: | 2002 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2002
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4067 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |