On the Joint Distribution of a Process with Stationary Increments and Its Maximum
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Publication:4766312
DOI10.1137/1114053zbMath0281.60032OpenAlexW1964029731MaRDI QIDQ4766312
Dmytro Gusak, Vladimir S. Korolyuk
Publication date: 1970
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1114053
Related Items (5)
The supremum of a process with stationary independent and symmetric increments ⋮ Maxima of sums of random variables and suprema of stable processes ⋮ Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain ⋮ Asymptotic method for probability problems ⋮ On a fluctuation identity for multidimensional Lévy processes
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