Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 15-23
Citer cet article
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/
@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},
year = {1969},
volume = {14},
number = {1},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a1/
%G ru
%F TVP_1969_14_1_a1
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.
