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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 1, Pages 15–23
(Mi tvp1037)
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This article is cited in 18 scientific papers (total in 18 papers)
On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments
D. V. Gusak Kiev
Abstract:
The joint distribution of the time and value of the first overshoot over a positive level is studied for a homogeneous process with independent increments and finite mean.
Received: 28.06.1967
Citation:
D. V. Gusak, “On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments”, Teor. Veroyatnost. i Primenen., 14:1 (1969), 15–23; Theory Probab. Appl., 14:1 (1969), 14–23
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https://www.mathnet.ru/eng/tvp1037 https://www.mathnet.ru/eng/tvp/v14/i1/p15
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Abstract page: | 182 | Full-text PDF : | 97 | First page: | 1 |
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