On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 15-23
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The joint distribution of the time and value of the first overshoot over a positive level is studied for a homogeneous process with independent increments and finite mean.
@article{TVP_1969_14_1_a1,
author = {D. V. Gusak},
title = {On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {15--23},
publisher = {mathdoc},
volume = {14},
number = {1},
year = {1969},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a1/}
}
TY - JOUR AU - D. V. Gusak TI - On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1969 SP - 15 EP - 23 VL - 14 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a1/ LA - ru ID - TVP_1969_14_1_a1 ER -
%0 Journal Article %A D. V. Gusak %T On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments %J Teoriâ veroâtnostej i ee primeneniâ %D 1969 %P 15-23 %V 14 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a1/ %G ru %F TVP_1969_14_1_a1
D. V. Gusak. On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 15-23. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a1/