State of a process with independent increments at the moment of exit from an interval

DOI10.1007/BF01061185zbMath0662.60061OpenAlexW2087243399MaRDI QIDQ1113528

N. S. Bratijchuk

Publication date: 1985

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01061185

zbMATH Keywords

moment of first exit

Mathematics Subject Classification ID

Stochastic processes (60G99) Markov processes (60J99)

Cites Work

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• Method of Potential in Boundary Problems for Processes with Independent Increases and Jumps of the Same Sign
• On Ruin Problems for a Compound Poisson Process

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