The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 3, pp. 478-488
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The distribution of the sojourn time of the homogeneous process with independent increments above a positive or negative level is studied. The integral transform for this distribution is obtained.
@article{TVP_1983_28_3_a3,
author = {D. V. Gusak},
title = {The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {478--488},
publisher = {mathdoc},
volume = {28},
number = {3},
year = {1983},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_3_a3/}
}
TY - JOUR AU - D. V. Gusak TI - The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1983 SP - 478 EP - 488 VL - 28 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1983_28_3_a3/ LA - ru ID - TVP_1983_28_3_a3 ER -
%0 Journal Article %A D. V. Gusak %T The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level %J Teoriâ veroâtnostej i ee primeneniâ %D 1983 %P 478-488 %V 28 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1983_28_3_a3/ %G ru %F TVP_1983_28_3_a3
D. V. Gusak. The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 3, pp. 478-488. http://geodesic.mathdoc.fr/item/TVP_1983_28_3_a3/