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- Title
Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval.
- Authors
Kadankova, T. V.
- Abstract
We investigate boundary functionals of a semicontinuous process with independent increments on an interval with two reflecting boundaries. We determine the transition and ergodic distributions of the process, as well as the distributions of boundary functionals of the process, namely, the time of first hitting the upper (lower) boundary, the number of hittings of the boundaries, the number of intersections of the interval, and the total sojourn time of the process on the boundaries and inside the interval. We also present a limit theorem for the ergodic distribution of the process and asymptotic formulas for the mean values of the distributions considered.
- Subjects
ERGODIC theory; MATHEMATICAL physics; INTERVAL functions; MEAN field theory; VALUES (Ethics); BOUNDARY value problems
- Publication
Ukrainian Mathematical Journal, 2004, Vol 56, Issue 3, p466
- ISSN
0041-5995
- Publication type
Article
- DOI
10.1023/B:UKMA.0000045690.31840.ee