Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval

By Kadankova T. V.  

Ukrainian Mathematical Journal, Vol. 56, Iss. 3, 2004-03 ,pp. : 466-488

Springer Publishing Company

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A Remark on the Characterization of the Global Behavior of a Process with Independent Increments

By Zakusilo O.K.  

Ukrainian Mathematical Journal, Vol. 52, Iss. 9, 2000-09 ,pp. : 1380-1382

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Inverse Process with Independent Positive Increments: Finite-Dimensional Distributions

By Harlamov B.  

Journal of Mathematical Sciences, Vol. 133, Iss. 3, 2006-03 ,pp. : 1371-1377

Springer Publishing Company

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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

By Kadankov V.   Kadankova T.  

Ukrainian Mathematical Journal, Vol. 57, Iss. 10, 2005-10 ,pp. : 1590-1620

Springer Publishing Company

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On a solution of the optimal stopping problem for processes with independent increments

By Novikov Alexander   Shiryaev Albert  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 393-406

Taylor & Francis Ltd

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