On the Size of the First Jump for a Process with Independent Increments

DOI10.1137/1121060zbMath0361.60038OpenAlexW2072281582MaRDI QIDQ4134653

Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 1976

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1121060

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (3)

Inequalities in a two-sided boundary crossing problem for stochastic processes ⋮ On the distribution of the trajectory maximum of a stochastic process with switchings ⋮ Generalized parking problems for levy processes

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