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Teoriya Veroyatnostei i ee Primeneniya, 1986, Volume 31, Issue 2, Pages 266–277 (Mi tvp1741)  

This article is cited in 16 scientific papers (total in 16 papers)

One-sided boundary crossing for processes with independent increments

P. E. Greenwood, A. A. Novikov
Received: 18.02.1985
English version:
Theory of Probability and its Applications, 1987, Volume 31, Issue 2, Pages 221–232
DOI: https://doi.org/10.1137/1131029
Bibliographic databases:
Language: English
Citation: P. E. Greenwood, A. A. Novikov, “One-sided boundary crossing for processes with independent increments”, Teor. Veroyatnost. i Primenen., 31:2 (1986), 266–277; Theory Probab. Appl., 31:2 (1987), 221–232
Citation in format AMSBIB
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\by P.~E.~Greenwood, A.~A.~Novikov
\paper One-sided boundary crossing for processes with independent increments
\jour Teor. Veroyatnost. i Primenen.
\yr 1986
\vol 31
\issue 2
\pages 266--277
\mathnet{http://mi.mathnet.ru/tvp1741}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=850987}
\zmath{https://zbmath.org/?q=an:0658.60103|0602.60060}
\transl
\jour Theory Probab. Appl.
\yr 1987
\vol 31
\issue 2
\pages 221--232
\crossref{https://doi.org/10.1137/1131029}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1987H039300003}
Linking options:
  • https://www.mathnet.ru/eng/tvp1741
  • https://www.mathnet.ru/eng/tvp/v31/i2/p266
  • This publication is cited in the following 16 articles:
    1. N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues”, Theory Probab. Appl., 68:3 (2023), 457–472  mathnet  crossref  crossref
    2. E Ben-Naim, P L Krapivsky, “Statistical properties of sites visited by independent random walks”, J. Stat. Mech., 2022:10 (2022), 103208  crossref
    3. Sloothaak F. Wachtel V. Zwart B., “First-Passage Time Asymptotics Over Moving Boundaries For Random Walk Bridges”, J. Appl. Probab., 55:2 (2018), 627–651  crossref  isi
    4. Theory Probab. Appl., 63:4 (2019), 613–633  mathnet  crossref  crossref  isi  elib
    5. Denisov D. Sakhanenko A. Wachtel V., “First-Passage Times For Random Walks With Nonidentically Distributed Increments”, Ann. Probab., 46:6 (2018), 3313–3350  crossref  mathscinet  zmath  isi  scopus
    6. Aurzada F., Kramm T., “The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes”, J. Theor. Probab., 29:3 (2016), 737–760  crossref  mathscinet  zmath  isi  elib  scopus
    7. Sh. Kaji, “First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures”, Theory Probab. Appl., 61:1 (2017), 140–151  mathnet  mathnet  crossref  crossref  isi  scopus
    8. Loïc Chaumont, Jacek Małecki, “On the asymptotic behavior of the density of the supremum of Lévy processes”, Ann. Inst. H. Poincaré Probab. Statist., 52:3 (2016)  crossref
    9. V. I. Vakhtel', D. È. Denisov, “Exact asymptotics for the instant of crossing a curved boundary by an asymptotically stable random walk”, Theory Probab. Appl., 60:3 (2016), 481–500  mathnet  crossref  crossref  mathscinet  isi  elib
    10. Aurzada F., Kramm T., Savov M., “First Passage Times of Levy Processes Over a One-Sided Moving Boundary”, Markov Process. Relat. Fields, 21:1 (2015), 1–38  isi
    11. Mateusz Kwaśnicki, Jacek Małecki, Michał Ryznar, “Suprema of Lévy processes”, Ann. Probab., 41:3B (2013)  crossref
    12. Wenbo V. Li, “The first exit time of a Brownian motion from an unbounded convex domain”, Ann. Probab., 31:2 (2003)  crossref
    13. Vondracek Z., “Asymptotics of first–passage time over a one–sided stochastic boundary”, Journal of Theoretical Probability, 13:1 (2000), 279–309  crossref  mathscinet  zmath  isi
    14. K. A. Borovkov, “A bound for the distribution of a stopping time for a stochastic system”, Siberian Math. J., 37:4 (1996), 683–689  mathnet  mathnet  crossref  isi
    15. R. A. Doney, “On the asymptotic behaviour of first passage times for transient random walk”, Probab. Th. Rel. Fields, 81:2 (1989), 239  crossref
    16. V. P. Dragalin, A. A. Novikov, “The Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments”, Theory Probab. Appl., 32:4 (1987), 617–627  mathnet  mathnet  crossref  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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