Time of the first departure from an interval for a continuous homogeneous random walk on a line
Matematičeskie zametki, Tome 9 (1971) no. 6, pp. 713-721
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An investigation of a continuous homogeneous random walk possessing the Markov property with respect to times of passing any given level in a given direction. The existence and uniqueness of four functions characterizing the process is proved.
@article{MZM_1971_9_6_a12,
author = {B. P. Harlamov},
title = {Time of the first departure from an~interval for a~continuous homogeneous random walk on a~line},
journal = {Matemati\v{c}eskie zametki},
pages = {713--721},
year = {1971},
volume = {9},
number = {6},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1971_9_6_a12/}
}
B. P. Harlamov. Time of the first departure from an interval for a continuous homogeneous random walk on a line. Matematičeskie zametki, Tome 9 (1971) no. 6, pp. 713-721. http://geodesic.mathdoc.fr/item/MZM_1971_9_6_a12/