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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 3, Pages 478–488 (Mi tvp2192)
The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level

D. V. Gusak

Kiev

Abstract: The distribution of the sojourn time of the homogeneous process with independent increments above a positive or negative level is studied. The integral transform for this distribution is obtained.

Received: 19.12.1980


 English version: Theory of Probability and its Applications, 1984, 28:3, 503–514

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