Mathematics of the USSR-Sbornik
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Mat. Sb.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Mathematics of the USSR-Sbornik, 1981, Volume 38, Issue 4, Pages 495–505
DOI: https://doi.org/10.1070/SM1981v038n04ABEH001455
(Mi sm2509)
 

This article is cited in 30 scientific papers (total in 30 papers)

On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary

A. A. Novikov
References:
Abstract: In this paper the asymptotic behavior, as well as upper and lower bounds, is found for the probabilities $\mathsf P\{\sigma>T\}=\mathsf P\{|w_t|\leqslant f(t),0\leqslant t\leqslant T\}$, $\mathsf P\{\sigma>T\}=\mathsf P\{w_t\geqslant g(t),0\leqslant t\leqslant T\}$ for large classes of functions $f$ and $g$.
Bibliography: 21 titles.
Received: 18.01.1979
Bibliographic databases:
UDC: 519.2
MSC: 60J65
Language: English
Original paper language: Russian
Citation: A. A. Novikov, “On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary”, Math. USSR-Sb., 38:4 (1981), 495–505
Citation in format AMSBIB
\Bibitem{Nov79}
\by A.~A.~Novikov
\paper On estimates and the asymptotic behavior of nonexit probabilities of a~Wiener process to a~moving boundary
\jour Math. USSR-Sb.
\yr 1981
\vol 38
\issue 4
\pages 495--505
\mathnet{http://mi.mathnet.ru//eng/sm2509}
\crossref{https://doi.org/10.1070/SM1981v038n04ABEH001455}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=562208}
\zmath{https://zbmath.org/?q=an:0462.60079|0425.60066}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981LQ11400004}
Linking options:
  • https://www.mathnet.ru/eng/sm2509
  • https://doi.org/10.1070/SM1981v038n04ABEH001455
  • https://www.mathnet.ru/eng/sm/v152/i4/p539
  • This publication is cited in the following 30 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024