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On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments

D. V. Gusak

Kiev

Abstract: The joint distribution of the time and value of the first overshoot over a positive level is studied for a homogeneous process with independent increments and finite mean.

Received: 28.06.1967

 English version: Theory of Probability and its Applications, 1969, 14:1, 14–23

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