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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 2, Pages 253–259
(Mi tvp3342)
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This article is cited in 10 scientific papers (total in 10 papers)
A method of the potential in boundary problems for stochastic process with independent increments and jumps of a definite sign
V. S. Koroljuk, V. N. Suprun, V. M. Šurenkov Kiev
Abstract:
A new method is proposed for investigating boundary problems for semi-continuous random walks, based on the analysis of a special random walk stopped at the moment of the first jump into negative semi-axis.
Received: 18.07.1975
Citation:
V. S. Koroljuk, V. N. Suprun, V. M. Šurenkov, “A method of the potential in boundary problems for stochastic process with independent increments and jumps of a definite sign”, Teor. Veroyatnost. i Primenen., 21:2 (1976), 253–259; Theory Probab. Appl., 21:2 (1977), 243–249
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https://www.mathnet.ru/eng/tvp3342 https://www.mathnet.ru/eng/tvp/v21/i2/p253
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