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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 1, Pages 15–23 (Mi tvp1037)  
This article is cited in 20 scientific papers (total in 20 papers)

On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments

D. V. Gusak

Kiev
Full-text PDF (448 kB) Citations (20)
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
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 1, Pages 14–23
DOI: https://doi.org/10.1137/1114002
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Gus69}
\by D.~V.~Gusak
\paper On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 1
\pages 15--23
\mathnet{http://mi.mathnet.ru/tvp1037}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=245083}
\zmath{https://zbmath.org/?q=an:0281.60079|0201.19104}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 1
\pages 14--23
\crossref{https://doi.org/10.1137/1114002}
Linking options:
  • https://www.mathnet.ru/eng/tvp1037
  • https://www.mathnet.ru/eng/tvp/v14/i1/p15
    • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    Abstract page:198
    Full-text PDF :102
    First page:1
     
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