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|Title: ||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|
|Authors: ||KADANKOVA, Tetyana|
|Issue Date: ||2005|
|Citation: ||Ukrainian mathematical journal, 57(10). p. 1359-1384|
|Abstract: ||For a homogeneous process with independent increments, we determine the integral transforms of the joint distribution of the first-exit time from an interval and the value of a jump of a process over the boundary at exit time and the joint distribution of the supremum, infimum, and value of the process.|
|Type: ||Journal Contribution|
|Appears in Collections: ||Research publications|
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