P. E. Greenwood, A. A. Novikov, “One-sided boundary crossing for processes with independent increments”, Теория вероятн. и ее примен., 31:2 (1986), 266–277; Theory Probab. Appl., 31:2 (1987), 221

Цитирование в формате AMSBIB

\RBibitem{GreNov86}

\by P.~E.~Greenwood, A.~A.~Novikov

\paper One-sided boundary crossing for processes with independent increments

\jour Теория вероятн. и ее примен.

\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}

Эта публикация цитируется в следующих 16 статьяx:

Н. Е. Кордзахия, А. А. Новиков, А. Н. Ширяев, “Неравенство Колмогорова для максимума суммы случайных величин и его мартингальные аналоги”, Теория вероятн. и ее примен., 68:3 (2023), 565–585 ; 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
E Ben-Naim, P L Krapivsky, “Statistical properties of sites visited by independent random walks”, J. Stat. Mech., 2022:10 (2022), 103208
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
D. Denisov, A. Sakhanenko, V. Wachtel, “First-passage times over moving boundaries for asymptotically stable walks”, Теория вероятн. и ее примен., 63:4 (2018), 755–778 ; Theory Probab. Appl., 63:4 (2019), 613–633
Denisov D. Sakhanenko A. Wachtel V., “First-Passage Times For Random Walks With Nonidentically Distributed Increments”, Ann. Probab., 46:6 (2018), 3313–3350
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
Sh. Kaji, “First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures”, Теория вероятн. и ее примен., 61:1 (2016), 186–198 ; Sh. Kaji, “First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures”, Theory Probab. Appl., 61:1 (2017), 140–151
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)
В. И. Вахтель, Д. Э. Денисов, “Точная асимптотика момента пересечения криволинейной границы асимптотически устойчивым случайным блужданием”, Теория вероятн. и ее примен., 60:3 (2015), 459–481 ; 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
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
Mateusz Kwaśnicki, Jacek Małecki, Michał Ryznar, “Suprema of Lévy processes”, Ann. Probab., 41:3B (2013)
Wenbo V. Li, “The first exit time of a Brownian motion from an unbounded convex domain”, Ann. Probab., 31:2 (2003)
Vondracek Z., “Asymptotics of first–passage time over a one–sided stochastic boundary”, Journal of Theoretical Probability, 13:1 (2000), 279–309
К. А. Боровков, “Оценка распределения момента остановки для одной стохастической системы”, Сиб. матем. журн., 37:4 (1996), 783–789 ; K. A. Borovkov, “A bound for the distribution of a stopping time for a stochastic system”, Siberian Math. J., 37:4 (1996), 683–689
R. A. Doney, “On the asymptotic behaviour of first passage times for transient random walk”, Probab. Th. Rel. Fields, 81:2 (1989), 239
В. П. Драгалин, А. А. Новиков, “Асимптотическое решение задачи Кифера–Вейса для процессов с независимыми приращениями”, Теория вероятн. и ее примен., 32:4 (1987), 679–690 ; 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