Geodesic
On the stationary distribution of a stochastic process
Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 17 (2017) no. 1, pp. 36-44

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We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.
Keywords: regenerative process, stationary distribution, factorization method. 
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     author = {V. I. Lotov and E. M. Okhapkina},
     title = {On the stationary distribution of a stochastic process},
     journal = {Sibirskij \v{z}urnal \v{c}istoj i prikladnoj matematiki},
     pages = {36--44},
     publisher = {mathdoc},
     volume = {17},
     number = {1},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VNGU_2017_17_1_a2/}
}
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V. I. Lotov; E. M. Okhapkina. On the stationary distribution of a stochastic process. Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 17 (2017) no. 1, pp. 36-44. http://geodesic.mathdoc.fr/item/VNGU_2017_17_1_a2/