THE 1ST PASSAGE PROBLEM FOR A CONTINUOUS MARKOV PROCESS

[1] ASYMPTOTIC THEORY OF CERTAIN GOODNESS OF FIT CRITERIA BASED ON STOCHASTIC PROCESSES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 193 - 212

[2] [Anonymous], 1951, MEM AM MATH SOC

[3] [Anonymous], 1951, PAC J MATH

[4] Bachelier L., 1901, ANN SCI ECOLE NORM S, V18, P143, DOI DOI 10.24033/ASENS.493

[5] BARNARD GA, 1946, J ROY STAT SOC, V8, P27

[6] The Brownian movement and stochastic equations [J]. ANNALS OF MATHEMATICS, 1942, 43 : 351 - 369

[7] HEURISTIC APPROACH TO THE KOLMOGOROV-SMIRNOV THEOREMS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (03): : 393 - 403

[8] THE ASYMPTOTIC DISTRIBUTION OF THE RANGE OF SUMS OF INDEPENDENT RANDOM VARIABLES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1951, 22 (03): : 427 - 432

[9] Feller W., 1950, INTRO PROBABILITY TH

[10] Fortet R., 1943, J MATHEMATIQUES PURE, V22, P177

[1] ASYMPTOTIC THEORY OF CERTAIN GOODNESS OF FIT CRITERIA BASED ON STOCHASTIC PROCESSES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 193 - 212

[2] [Anonymous], 1951, MEM AM MATH SOC

[3] [Anonymous], 1951, PAC J MATH

[4] Bachelier L., 1901, ANN SCI ECOLE NORM S, V18, P143, DOI DOI 10.24033/ASENS.493

[5] BARNARD GA, 1946, J ROY STAT SOC, V8, P27

[6] The Brownian movement and stochastic equations [J]. ANNALS OF MATHEMATICS, 1942, 43 : 351 - 369

[7] HEURISTIC APPROACH TO THE KOLMOGOROV-SMIRNOV THEOREMS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (03): : 393 - 403

[8] THE ASYMPTOTIC DISTRIBUTION OF THE RANGE OF SUMS OF INDEPENDENT RANDOM VARIABLES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1951, 22 (03): : 427 - 432

[9] Feller W., 1950, INTRO PROBABILITY TH

[10] Fortet R., 1943, J MATHEMATIQUES PURE, V22, P177