Geodesic
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},
     publisher = {mathdoc},
     volume = {9},
     number = {6},
     year = {1971},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1971_9_6_a12/}
}
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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/