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The distribution of the supremum of a \(\gamma \)-reflected stochastic process with an input process belonging to some exponential type Orlicz space. (English. Ukrainian original) Zbl 1371.60095

Theory Probab. Math. Stat. 94, 185-201 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 173-188 (2016).
MSC:  60G99 60G07 60G22 91B30
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