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 (Q5477223)
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scientific article; zbMATH DE number 5042074
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| English | 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 |
scientific article; zbMATH DE number 5042074 |
Statements
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 (English)
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20 July 2006
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independent increments process
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exit time
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supremum
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infimum
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0.9106384515762328
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0.8154933452606201
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0.8124584555625916
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