On Joint Distributions of Random Variables Associated with Fluctuations of a Process with Independent Increments
- 1 January 1969
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 14 (3), 410-423
- https://doi.org/10.1137/1114054
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On the Joint Distribution of a Process with Stationary Increments and Its MaximumTheory of Probability and Its Applications, 1969
- On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent IncrementsTheory of Probability and Its Applications, 1969
- Local Behavior of Processes with Independent IncrementsTheory of Probability and Its Applications, 1968
- The Distribution of the Time the Maximum is Achieved for Processes with Independent IncrementsTheory of Probability and Its Applications, 1966
- On Distributions of Functionals Related to Boundary Problems for Processes with Independent IncrementsTheory of Probability and Its Applications, 1966