Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain
From MaRDI portal
Publication:1216904
DOI10.1007/BF01086214zbMath0304.60042MaRDI 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
60J99: Markov processes
Cites Work
- Unnamed Item
- Unnamed Item
- 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