On limit theorems for the first exit time from a strip for stochastic processes. II

zbMath0920.60060MaRDI QIDQ1284393

Vali Rakhimdzhanovich Khodzhibaev, Vladimir Ivanovich Lotov

Publication date: 27 April 1999

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionfirst exit timeboundary crossing problems for stochastic processesinfinitely divisible factorization

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov processes (60J99)

Related Items (3)

Busy period, virtual waiting time and number of customers in \(G^{\delta }|M^{\kappa}|1| \text B\) system ⋮ Inequalities in a two-sided boundary crossing problem for stochastic processes ⋮ On a stochastic process with switchings

This page was built for publication: On limit theorems for the first exit time from a strip for stochastic processes. II