Boundary-value problems connected with the exit of a random walk from an interval

DOI10.1007/BF01085741zbMath0499.60079OpenAlexW2044928412MaRDI QIDQ1171835

N. S. Bratijchuk

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bf01085741

zbMATH Keywords

resolventLevy measureDynkin formulakilling at the first exit from an interval

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Markov processes (60J99)

Cites Work

• Problem of destruction and resolvent of a terminating process with independent increments
• Resolvent of a stopping process with independent increments

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