Geodesic
On the distribution of the first jump for a process with independent increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 486-496 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $\xi(t)$ be a process with independent increments. In the paper, the limit distribution for the size $\chi$ of the first jump over an «infinite» bound and estimates with absolute constants for $\mathbf M\chi^s$ are obtained. 
@article{TVP_1976_21_3_a1,
     author = {A. A. Mogul'skiǐ},
     title = {On the distribution of the first jump for a~process with independent increments},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {486--496},
     year = {1976},
     volume = {21},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a1/}
}
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A. A. Mogul'skiǐ. On the distribution of the first jump for a process with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 486-496. http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a1/