V. S. Koroljuk, V. N. Suprun, V. M. Šurenkov, “A method of the potential in boundary problems for stochastic process with independent increments and jumps of a definite sign”, Teor. Veroyatnost. i Primenen., 1976, Volume 21, Issue 2,Pages <nobr>253

This article is cited in 10 papers

A method of the potential in boundary problems for stochastic process with independent increments and jumps of a definite sign

V. S. Koroljuk, V. N. Suprun, V. M. Šurenkov

Kiev

Abstract: A new method is proposed for investigating boundary problems for semi-continuous random walks, based on the analysis of a special random walk stopped at the moment of the first jump into negative semi-axis.

Received: 18.07.1975