Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 3, pp. 478-488
Citer cet article
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/
@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},
year = {1983},
volume = {28},
number = {3},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1983_28_3_a3/
%G ru
%F TVP_1983_28_3_a3
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.