Geodesic
On the joint distribution of random variables connected with fluctuations of a stable process
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 1, pp. 164-172 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $\xi(t)$, $t\ge0$, be a stable process with characteristic function (1). The joint distributions of random variables $$ \overline\xi(t)=\sup_{0\le u\le t}\xi(u),\quad\overline\xi(t)-\xi(t),\quad T(t)=\inf\{u\colon\overline\xi(u)-\overline\xi(t),\quad0\le u\le t\} $$ is obtained. 
@article{TVP_1973_18_1_a13,
     author = {V. B. Nevzorov},
     title = {On the joint distribution of random variables connected with fluctuations of a stable process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {164--172},
     year = {1973},
     volume = {18},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_1_a13/}
}
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V. B. Nevzorov. On the joint distribution of random variables connected with fluctuations of a stable process. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 1, pp. 164-172. http://geodesic.mathdoc.fr/item/TVP_1973_18_1_a13/