Two-boundary problems for a random walk

Ivan Ezhov, V. F. Kadankov, Tetyana Kadankova

Type: Article

Publication Date: 2007-11-01

Citations: 8

DOI: https://doi.org/10.1007/s11253-008-0018-7

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Locations

Ukrainian Mathematical Journal - View

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Works Cited by This (25)

Action	Title	Year	Authors
+	A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes	2004	Andreas E. Kyprianou Zbigniew Palmowski
+	Problem of desteuction and resolvent of a terminating process with independent increments	1976	V. N. Suprun
+	On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum	2004	Martijn Pistorius
+	Asymptotic Expansions for the Distribution of the Crossing Number of a Strip by Sample Paths of a Random Walk	2004	V. I. Lotov N. G. Orlova
+	A Combinatorial Lemma and its Application to Probability Theory	1991	Frank Spitzer
+	Limit distribution of the position of a semicontinuous process with independent increments with zero mean and infinite dispersion at the moment of exit from an interval	1980	V. N. Suprun V. M. Shurenkov
+	Completely asymmetric LÃ©vy processes confined in a finite interval	2000	Amaury Lambert
+ PDF Chat	Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval	1997	Jean Bertoin
+	On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks	2005	V. F. Kadankov Tetyana Kadankova
+	Two-boundary problems for a Poisson process with exponentially distributed component	2006	V. F. Kadankov Tetyana Kadankova