On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk (Q3440818): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1515/156939705774286056 / rank | |||
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Latest revision as of 19:16, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk |
scientific article |
Statements
On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk (English)
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29 May 2007
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homogeneous Markov process
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process with independent increments
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cumulant
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exit time
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