The Resolvent of a Homogeneous Process with Independent Increments Stopped on a Halfline
N. S. Bratiichuk, Volodymyr S. Korolyuk · Theory of Probability and Its Applications · 1986
Previous article Next article The Resolvent of a Homogeneous Process with Independent Increments Stopped on a HalflineN. S. Bratiichuk and V. S. KorolyukN. S. Bratiichuk and V. S. Korolyukhttps://doi.org/10.1137/1130046PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. S. Korolyuk, Boundary Problems for Composite Poisson Processes, Naukova Dumka, Kiev, 1975, (In Russian.) Google Scholar[2] V. N. Suprun and , V. M. Shurenko, On the resolvent of a process with independent increments stopped at the time of exit onto the negative axisStudies on the Theory of Random Processes, Inst. Matematiki Akad. Nauk. SSSR, Kiev, 1975, 170–174, (In Russian.) Google Scholar[3] N. S. Bratiichuk, On the resolvent of a stopping process with independent increments, Ukrain. Math. J., 30 (1978), 71–74 0409.60072 CrossrefGoogle Scholar[4] E. B. Dynkin, Markov processes. Vols. I, II, Translated with the authorization and assistance of the author by J. Fabius, V. Greenberg, A. Maitra, G. Majone. Die Grundlehren der Mathematischen Wi ssenschaften, Bände 121, Vol. 122, Academic Press Inc., Publishers, New York, 1965Vol. I: xii+365 pp.; Vol. II: viii+274 33:1887 0132.37901 CrossrefGoogle Scholar[5] D. V. Gusak and , V. S. Koroljuk, Distribution of functionals of homogeneous processes with independent increments, Teor. Verojatnost. i Mat. Statist., 1970 (1970), 55–73, (In Russian.) 43:8124 0287.60081 Google Scholar[6] B. A. Rogozin, On the distributions of functionals related to boundary problems for processes with independent increments, Theory Prob. Appl., 11 (1966), 580–591 0178.52701 LinkGoogle Scholar[7] I. I. Gikhman and , A. V. Skorokhod, Theory of Stochastic Processes, Vol. 2, Springer-Verlag, New York, 1975 0305.60027 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Arrival Time and Jump Size for a Random Walk on a Markov ChainN. S. BratiichukTheory of Probability & Its Applications, Vol. 35, No. 2 | 17 July 2006AbstractPDF (999 KB) Volume 30, Issue 2| 1986Theory of Probability & Its Applications225-438 History Submitted:30 March 1983Published online:17 July 2006 InformationCopyright © 1986 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1130046Article page range:pp. 395-398ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics