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On the First Passage Time Across a Given Level for Processes with Independent Increments

✍ Scribed by Gusak, D. V.; Koralyuk, V. S.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The First Passage Time of a Level and th

✍ Zolotarev, V. M. 📂 Article 📅 1964 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 1012 KB

Distribution of the exit time and value

✍ D. V. Gusak; S. I. Peresypkina 📂 Article 📅 1975 🏛 Springer 🌐 English ⚖ 417 KB

On the Size of the First Jump for a Proc

✍ Mogul’skii, A. A. 📂 Article 📅 1977 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 784 KB

On the Joint Distribution of the First E

✍ Gusak, D. V. 📂 Article 📅 1969 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 614 KB

On a solution of the optimal stopping pr

✍ Novikov, Alexander; Shiryaev, Albert 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 169 KB

On the First Passage Time of Diffusion P

✍ Lebedev, V. A. 📂 Article 📅 1971 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 459 KB