On the First Passage Time Across a Given Level for Processes with Independent Increments
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1113053
Reference11 articles.
1. On the distribution of the supremum functional for processes with stationary independent increments
2. The Supremum and Infimum of the Poisson Process
3. The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum
4. The First Passage Time of a Level and the Behavior at Infinity for a Class of Processes with Independent Increments
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