Some limit distributions for processes with independent increments.
Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 179-186

Voir la notice de l'article provenant de la source Math-Net.Ru

Let $\xi(t)$ ($t\ge 0$; $\xi(0)=y_0>0$) be a homogeneous continuous from the left and from below process with independent increments. Put $\displaystyle\eta=\sup\{t\colon\inf_{0\le s\le t}\xi(s)>0\}$. This paper considers the limit distribution $\mathbf P\{\xi(t)$, $t\to\infty$.
@article{TVP_1977_22_1_a19,
     author = {A. V. Pe\v{c}inkin},
     title = {Some limit distributions for processes with independent increments.},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {179--186},
     publisher = {mathdoc},
     volume = {22},
     number = {1},
     year = {1977},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a19/}
}
TY  - JOUR
AU  - A. V. Pečinkin
TI  - Some limit distributions for processes with independent increments.
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1977
SP  - 179
EP  - 186
VL  - 22
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a19/
LA  - ru
ID  - TVP_1977_22_1_a19
ER  - 
%0 Journal Article
%A A. V. Pečinkin
%T Some limit distributions for processes with independent increments.
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1977
%P 179-186
%V 22
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a19/
%G ru
%F TVP_1977_22_1_a19
A. V. Pečinkin. Some limit distributions for processes with independent increments.. Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 179-186. http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a19/