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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...

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Bibliographic Details
Date:	2002
Main Authors:	Gusak, D. V., Гусак, Д. В.
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
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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