Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain

DOI10.1007/BF01086214zbMath0304.60042OpenAlexW2054332605MaRDI QIDQ1216904

S. I. Peresypkina, Dmytro Gusak

Publication date: 1975

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01086214

Mathematics Subject Classification ID

Markov processes (60J99)

Cites Work

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• On the Joint Distribution of a Process with Stationary Increments and Its Maximum
• Markov Processes with Homogeneous Second Component. I
• On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments
• On a Class of Markov Processes Taking Values on Lines and the Central Limit Theorem
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• Markov Processes with Homogeneous Second Component, II

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