On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks (Q5477223)
From MaRDI portal
scientific article; zbMATH DE number 5042074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks |
scientific article; zbMATH DE number 5042074 |
Statements
On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks (English)
0 references
20 July 2006
0 references
independent increments process
0 references
exit time
0 references
supremum
0 references
infimum
0 references
