Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 253-259
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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/
@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
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.
