On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk

DOI10.1515/156939705774286056zbMath1123.60064OpenAlexW1995922652MaRDI QIDQ3440818

Victor Kadankov, Tetyana Kadankova

Publication date: 29 May 2007

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939705774286056

zbMATH Keywords

exit timecumulantprocess with independent incrementshomogeneous Markov process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

Related Items (6)

Time sensitive analysis of independent and stationary increment processes ⋮ On multivariate antagonistic marked point processes ⋮ Discrete versus continuous operational calculus in antagonistic stochastic games ⋮ On Strategic Defense in Stochastic Networks ⋮ ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS ⋮ Characterizations of random walks on random lattices and their ramifications

Cites Work

• Diffusion processes and their sample paths.
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