On Distributions of Functionals Related to Boundary Problems 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/10.1137/1111062
Reference14 articles.
1. A combinatorial lemma and its application to probability theory
2. The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum
3. On the First Passage Time for One Class of Processes with Independent Increments
4. The First Passage Time of a Level and the Behavior at Infinity for a Class of Processes with Independent Increments
5. On the distribution of the supremum functional for processes with stationary independent increments
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