Citation:
D. V. Gusak, V. S. Korolyuk, “On the joint distribution of a process with stationary increments and its maximum”, Teor. Veroyatnost. i Primenen., 14:3 (1969), 421–430; Theory Probab. Appl., 14:3 (1969), 400–409
\Bibitem{GusKor69}
\by D.~V.~Gusak, V.~S.~Korolyuk
\paper On the joint distribution of a~process with stationary increments and its maximum
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 3
\pages 421--430
\mathnet{http://mi.mathnet.ru/tvp1196}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=263137}
\zmath{https://zbmath.org/?q=an:0199.52502}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 3
\pages 400--409
\crossref{https://doi.org/10.1137/1114053}
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https://www.mathnet.ru/eng/tvp1196
https://www.mathnet.ru/eng/tvp/v14/i3/p421
This publication is cited in the following 8 articles:
Andreas E. Kyprianou, Universitext, Fluctuations of Lévy Processes with Applications, 2014, 153
A. E. Kuznetsov, “Analytical proof of Pecherskii–Rogozin identity and Wiener–Hopf factorization”, Theory Probab. Appl., 55:3 (2011), 432–443
Andreas E. Kyprianou, Encyclopedia of Quantitative Finance, 2010
Yozo TAMURA, Hiroshi TANAKA, “On a Fluctuation Identity for Multidimensional Lévy
Processes”, Tokyo J. Math., 25:2 (2002)
Simeon M. Berman, “The supremum of a process with stationary independent and symmetric increments”, Stochastic Processes and their Applications, 23:2 (1986), 281
T. I. Nasirova, A. V. Skorokhod, “The distribution of certain functionals of processes with semiindependent increments”, Ukr Math J, 25:3 (1974), 328
N. H. Bingham, “Maxima of sums of random variables and suprema of stable processes”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 26:4 (1973), 273
E. A. Pechersky, B. A. Rogozin, “Transformations of joint distributions of random variables connected with fluctuations of a process with independent increments”, Theory Probab. Appl., 14:3 (1969), 410–423
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