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Probabilities of the first exit for continuous processes with independent increments on a markov chain

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Proceedings of the Third Japan — USSR Symposium on Probability Theory

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 550))

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References

  1. В.С.Коропюн, Граничные задачи для сложных пуассоновских процессов, Киев, 1975.

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  2. Д.В.Гусак, О непрерывных однородных процессах с независимыми приращениями на цепи Маркова. Сб. Теория выроятностей и математическая статистика (to appear).

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Gisiro Maruyama Jurii V. Prokhorov

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© 1976 Springer-Verlag

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Gusak, D.V. (1976). Probabilities of the first exit for continuous processes with independent increments on a markov chain. In: Maruyama, G., Prokhorov, J.V. (eds) Proceedings of the Third Japan — USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 550. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077490

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  • DOI: https://doi.org/10.1007/BFb0077490

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07995-8

  • Online ISBN: 978-3-540-37966-9

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