On the distribution of the first exit time from an interval and the value of overshoot through the borders for processes with independent increments and random walks.

Tetyana Kadankova, Victor Kadankov

Research output: Contribution to journalArticle

Abstract

the first exit time
Original languageEnglish
Pages (from-to)1359-1384
Number of pages26
JournalUkrainian Mathematical Journal
Issue number57(10)
Publication statusPublished - 2005

Keywords

  • first exit time

Fingerprint Dive into the research topics of 'On the distribution of the first exit time from an interval and the value of overshoot through the borders for processes with independent increments and random walks.'. Together they form a unique fingerprint.

Cite this