Distribution of Overjump Functionals of a Semicontinuous Homogeneous Process with Independent Increments

• Datum: 2002
• Hauptverfasser: Gusak, D. V., Гусак, Д. В.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2002
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4067
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...