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Intersection of a level by a homogeneous process with independent increments and a nondegenerate wiener component

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Literature cited

  1. D. V. Gusak, “The factorization method in boundary-value problems for a class of processes on a Markov chain. I,” Preprint 78.6, Inst. Mat. Akad. Nauk Ukr. SSR, Kiev (1978).

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  2. A. I. Fokht,“Distribution of the magnitude of the first jump for a class of processes,” Teor. Veroyatn. Primen.,21, No. 6, 430–434 (1976).

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  3. V. M. Suprun,“On the magnitude of the first passage through the zero level for a homogeneous process with independent increments and jumps of the same sign,” Dopov. Akad. Nauk Ukr. RSR, Ser. A, No. 4, 317–320 (1976).

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 32, No. 3, pp. 373–378, May–June, 1980.

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Gusak, D.V. Intersection of a level by a homogeneous process with independent increments and a nondegenerate wiener component. Ukr Math J 32, 247–250 (1980). https://doi.org/10.1007/BF01089762

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  • DOI: https://doi.org/10.1007/BF01089762

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