|
|
Matematicheskie Zametki, 1971, Volume 9, Issue 6, Pages 713–721
(Mi mzm7058)
|
|
|
|
Time of the first departure from an interval for a continuous homogeneous random walk on a line
B. P. Harlamov Leningrad Department of V. A. Steklov Institute of Mathematics, USSR Academy of Sciences
Abstract:
An investigation of a continuous homogeneous random walk possessing the Markov property with respect to times of passing any given level in a given direction. The existence and uniqueness of four functions characterizing the process is proved.
Received: 05.05.1969
Citation:
B. P. Harlamov, “Time of the first departure from an interval for a continuous homogeneous random walk on a line”, Mat. Zametki, 9:6 (1971), 713–721; Math. Notes, 9:6 (1971), 412–417
Linking options:
https://www.mathnet.ru/eng/mzm7058 https://www.mathnet.ru/eng/mzm/v9/i6/p713
|
| Statistics & downloads: |
| Abstract page: | 208 | | Full-text PDF : | 98 | | References: | 4 | | First page: | 1 |
|