On limit theorems for the first exit time from a strip for stochastic processes. I

zbMath0920.60059MaRDI QIDQ1284390

Vali Rakhimdzhanovich Khodzhibaev, Vladimir Ivanovich Lotov

Publication date: 27 April 1999

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionfirst exit timeboundary crossing problems for stochastic processesinfinitely divisible factorization

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov processes (60J99)

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