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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 311, Pages 286–297 (Mi znsl802)  

This article is cited in 3 scientific papers (total in 3 papers)

Inverse process with independent positive increments: finite-dimensional distributions

B. P. Harlamov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences
Full-text PDF (191 kB) Citations (3)
References:
Abstract: An inverse process with independent positive increments is considered. For such a procees the first hitting time $\tau_x$ of the level $x$ as a function of $x\ge0$ is the proper process with independent positive increments. In terms of the first hitting times and their L'evy measures malti-demensional distribution densities and Laplace transformations are derived. Stationary distributions of increments of the process are being investigated.
Received: 07.07.2004
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 133, Issue 3, Pages 1371–1377
DOI: https://doi.org/10.1007/s10958-006-0047-4
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: B. P. Harlamov, “Inverse process with independent positive increments: finite-dimensional distributions”, Probability and statistics. Part 7, Zap. Nauchn. Sem. POMI, 311, POMI, St. Petersburg, 2004, 286–297; J. Math. Sci. (N. Y.), 133:3 (2006), 1371–1377
Citation in format AMSBIB
\Bibitem{Har04}
\by B.~P.~Harlamov
\paper Inverse process with independent positive increments: finite-dimensional distributions
\inbook Probability and statistics. Part~7
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 311
\pages 286--297
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl802}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2092214}
\zmath{https://zbmath.org/?q=an:1086.60027}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 133
\issue 3
\pages 1371--1377
\crossref{https://doi.org/10.1007/s10958-006-0047-4}
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  • https://www.mathnet.ru/eng/znsl/v311/p286
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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