A method of the potential in boundary problems for stochastic process with independent increments and jumps of a definite sign
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 253-259
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A new method is proposed for investigating boundary problems for semi-continuous random walks, based on the analysis of a special random walk stopped at the moment of the first jump into negative semi-axis.
@article{TVP_1976_21_2_a2,
author = {V. S. Koroljuk and V. N. Suprun and V. M. \v{S}urenkov},
title = {A~method of the potential in boundary problems for stochastic process with independent increments and jumps of a~definite sign},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {253--259},
year = {1976},
volume = {21},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a2/}
}
TY - JOUR AU - V. S. Koroljuk AU - V. N. Suprun AU - V. M. Šurenkov TI - A method of the potential in boundary problems for stochastic process with independent increments and jumps of a definite sign JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1976 SP - 253 EP - 259 VL - 21 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a2/ LA - ru ID - TVP_1976_21_2_a2 ER -
%0 Journal Article %A V. S. Koroljuk %A V. N. Suprun %A V. M. Šurenkov %T A method of the potential in boundary problems for stochastic process with independent increments and jumps of a definite sign %J Teoriâ veroâtnostej i ee primeneniâ %D 1976 %P 253-259 %V 21 %N 2 %U http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a2/ %G ru %F TVP_1976_21_2_a2
V. S. Koroljuk; V. N. Suprun; V. M. Šurenkov. A method of the potential in boundary problems for stochastic process with independent increments and jumps of a definite sign. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 253-259. http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a2/