Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments

zbMath0946.60049MaRDI QIDQ1972643

Vali Rakhimdzhanovich Khodzhibaev

Publication date: 13 April 2000

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

zbMATH Keywords

factorization methodfirst exit timeboundary crossing problem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Characterization and structure theory of statistical distributions (62E10)

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