On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks

DOI10.1007/s11253-006-0016-6zbMath1093.60020OpenAlexW2025658895MaRDI QIDQ5477223

Tetyana Kadankova, Victor Kadankov

Publication date: 20 July 2006

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

Full work available at URL: https://doi.org/10.1007/s11253-006-0016-6

zbMATH Keywords

exit timesupremuminfimumindependent increments process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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