Boundary problems for a complex Poisson process
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 3-14 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

A new approach to investigation of boundary functionals is proposed. It is based on the following idea: first one constucts and studies the potential and the resolvent of the process and then, with their help, one investigates the boundary functionals. As an example, the distribution of the maximum of a complex Poisson process with delay barrier with positive jumps and negative drift is studied.
@article{TVP_1974_19_1_a0,
     author = {V. S. Korolyuk},
     title = {Boundary problems for a~complex {Poisson} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {3--14},
     year = {1974},
     volume = {19},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a0/}
}
TY  - JOUR
AU  - V. S. Korolyuk
TI  - Boundary problems for a complex Poisson process
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1974
SP  - 3
EP  - 14
VL  - 19
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a0/
LA  - ru
ID  - TVP_1974_19_1_a0
ER  - 
%0 Journal Article
%A V. S. Korolyuk
%T Boundary problems for a complex Poisson process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1974
%P 3-14
%V 19
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a0/
%G ru
%F TVP_1974_19_1_a0
V. S. Korolyuk. Boundary problems for a complex Poisson process. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 3-14. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a0/