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The First Passage Time of a Level and the Behavior at Infinity for a Class of Processes with Independent Increments

✍ Scribed by Zolotarev, V. M.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the First Passage Time Across a Given

✍ Gusak, D. V.; Koralyuk, V. S. 📂 Article 📅 1968 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 653 KB

The Behavior of a Jump for Processes wit

✍ Rogozin, B. A. 📂 Article 📅 1972 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 371 KB

Asymptotic behavior of the quadratic var

✍ V. A. Egorov 📂 Article 📅 1984 🏛 Springer US 🌐 English ⚖ 351 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

A law of the iterated logarithm for proc

✍ Jiagang Wang 📂 Article 📅 1994 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 354 KB

On the Joint Distribution of the First E

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