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

DOI10.1007/S11253-006-0016-6zbMATH Open1093.60020OpenAlexW2025658895MaRDI QIDQ5477223FDOQ5477223

T. V. Kadankova, V. F. Kadankov

Publication date: 20 July 2006

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

Full work available at URL: https://doi.org/10.1007/s11253-006-0016-6

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zbMATH Keywords

exit timesupremuminfimumindependent increments process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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• Meromorphic Lévy processes and their fluctuation identities
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• The dual risk model under a mixed ratcheting and periodic dividend strategy
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• On several two-boundary problems for a particular class of Lévy processes
• Intersections of the interval and reflections for a semi-Markov walk with linear drift

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