✦ LIBER ✦

State of a process with independent increments at the moment of exit from an interval

✍ Scribed by N. S. Bratiichuk

Book ID: 112473136
Publisher: Springer
Year: 1986
Tongue: English
Weight: 237 KB
Volume: 37
Category: Article
ISSN: 0041-5995
DOI: 10.1007/bf01061185

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Limit distribution of the position of a

Limit distribution of the position of a semicontinuous process with independent increments with zero mean and infinite dispersion at the moment of exit from an interval

✍ V. N. Suprun; V. M. Shurenkov 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 142 KB

Boundary Functionals of a Semicontinuous

Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval

✍ T. V. Kadankova 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 188 KB

Limit distribution of the position of a

Limit distribution of the position of a semicontinuous process with negative infinite mean at the moment of exit from an interval

✍ V. N. Suprun; V. M. Shurenkov 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 162 KB

On the distribution of the time of the f

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

✍ V. F. Kadankov; T. V. Kadankova 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 348 KB

On asymptotic independence of the exit m

On asymptotic independence of the exit moment and position from a small domain for diffusion processes

✍ Vitalii A. Gasanenko 📂 Article 📅 2003 🏛 SP Versita 🌐 English ⚖ 214 KB

## Abstract If ξ(t) is the solution of homogeneous SDE in R m, and T ∃ is the first exit moment of the process from a small domain D ∃, then the total expansion for the following functional showing independence of the exit time and exit place is $$Eexp( - \lambda T\_\varepsilon )f(\frac{{\xi (T\_\v

Distribution of the exit time and value

Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain

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