-
B. A. Rogozin, S. G. Foss, “The recurrency of oscillating random walks”, Theory Probab. Appl., 23:1 (1978), 155–162
-
J. Michael Harrison, “The supremum distribution of a Lévy process with no negative jumps”, Advances in Applied Probability, 9:2 (1977), 417
-
J. Michael Harrison, “The supremum distribution of a Lévy process with no negative jumps”, Adv. Appl. Probab., 9:02 (1977), 417
-
A. A. Mogul'skiǐ, “On the distribution of the first jump for a process with independent increments”, Theory Probab. Appl., 21:3 (1977), 470–481
-
N. H. Bingham, “Fluctuation theory in continuous time”, Advances in Applied Probability, 7:4 (1975), 705
-
D. V. Gusak, S. I. Peresypkina, “Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain”, Ukr Math J, 26:3 (1975), 239
-
N. H. Bingham, “Fluctuation theory in continuous time”, Adv. Appl. Probab., 7:04 (1975), 705
-
E. A. Pechersky, “Some identities related to the exit of a random walk out of a segment and a semi-interval”, Theory Probab. Appl., 19:1 (1974), 106–121
-
“Summary of Reports Made at Sessions of the Seminar on Probability Theory and Mathematical Statistics at T. G. Shevchenko Kiev State University”, Theory Probab. Appl., 19:2 (1975), 413–427
-
I. Blake, W. Lindsey, “Level-crossing problems for random processes”, IEEE Trans. Inform. Theory, 19:3 (1973), 295
-
N.U. Prabhu, Michael Rubinovitch, “Further results for ladder processes in continuous time”, Stochastic Processes and their Applications, 1:2 (1973), 151
-
V. B. Nevzorov, “On the joint distribution of random variables connected with fluctuations of a stable process”, Theory Probab. Appl., 18:3 (1973), 161–169
-
B. A. Rogozin, “The distribution of the first ladder moment and height and fluctuations of random walk”, Theory Probab. Appl., 16:4 (1971), 575–595