Distribution of the maximum of a process with independent increments

DOI10.1007/BF00990775zbMATH Open0198.22302MaRDI QIDQ2539945FDOQ2539945

Authors: B. A. Rogozin 

Publication date: 1970

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

zbMATH Keywords

probability theory

Cites Work

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• The Distribution of the Time the Maximum is Achieved for Processes with Independent Increments

Cited In (5)

• On a stochastic process with switchings
• On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments
• Extension of the invariance principle for compound renewal processes to the zones of moderately large and small deviations
• Maxima of sums of random variables and suprema of stable processes
• On some boundary crossing problems for Gaussian random walks

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