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JOURNALS // Zapiski Nauchnykh Seminarov POMI

Zap. Nauchn. Sem. POMI, 2009, Volume 364, Pages 70–87 (Mi znsl3151)

On first exit time from an interval for diffusions with jumps
A. N. Borodin

References

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2. A. N. Borodin, “Raspredelenie funktsionalov ot skachkoobraznogo diffuzionnogo protsessa”, Zap. nauchn. semin. POMI, 328, 2005, 27–41  mathnet  mathscinet  zmath
3. R. Z. Khasminskii, “Raspredelenie veroyatnostei dlya funktsionalov ot traektorii slusainogo protsessa diffuzionnogo tipa”, Dokl. AN SSSR, 104:1 (1955), 22–25
4. G. Baxter, M. D. Donsker, “On distribution of the supremum functionals for processes with stationary independent increments”, Trans. Amer. Math. Soc., 85:1 (1957), 73–87  crossref  mathscinet  zmath
5. V. M. Zolotarev, “Moment pervogo prokhozhdeniya urovnya i povedenie na beskonechnosti odnogo klassa protsessov s nezavisimymi prirascheniyami”, Teoriya veroyatn. i ee primen., 9:4 (1964), 724–733  mathnet  mathscinet  zmath
6. A. V. Skorokhod, Sluchainye protsessy s nezavisimymi prirascheniyami, Nauka, M., 1964  mathscinet  zmath
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8. A. N. Borodin, “Raspredelenie funktsionalov ot brounovskogo dvizheniya, ostanovlennogo v moment, obratnyi ko vremeni prebyvaniya”, Zap. nauchn. semin. POMI, 228, 1996, 39–56  mathnet  mathscinet  zmath


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