On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes 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 (1) , 14-23
- https://doi.org/10.1137/1114002
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- On the First Passage Time Across a Given Level for Processes with Independent IncrementsTheory of Probability and Its Applications, 1968
- On Distributions of Functionals Related to Boundary Problems for Processes with Independent IncrementsTheory of Probability and Its Applications, 1966