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)
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| 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 |
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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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