Sibirskii Matematicheskii Zhurnal
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Sibirsk. Mat. Zh.:
Year:
Volume:
Issue:
Page:
Find




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

Sibirskii Matematicheskii Zhurnal, 2021, Volume 62, Number 3, Pages 563–571
DOI: https://doi.org/10.33048/smzh.2021.62.308 (Mi smj7577) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Inequalities in a two-sided boundary crossing problem for stochastic processes

V. I. Lotovab, V. R. Khodzhibaevcd

a Sobolev Institute of Mathematics, Novosibirsk, Russia
b Novosibirsk State University, Novosibirsk, Russia
c Namangan Engineering Construction Institute, Namangan, Uzbekistan
d Institute of Mathematics, Namangan Regional Department, Uzbekistan Academy of Sciences, Namangan, Uzbekistan
Full-text PDF (371 kB) Citations (2)
References:
PDF
HTML
DOI: https://doi.org/10.33048/smzh.2021.62.308
Abstract: Considering a stationary stochastic process with independent increments (Lévy process), we study the probability of the first exit from a strip through its upper boundary. We find the two-sided inequalities for this probability under various conditions on the process.
Keywords: stationary stochastic process with independent increments, first exit time, boundary crossing problem, ruin probability.
Funding agency Grant number
Siberian Branch of Russian Academy of Sciences I.1.3 (проект № 0314-2016-0008)
V. I. Lotov was partially supported by the Program of Basic Scientific Research of the Siberian Branch of the Russian Academy of Sciences (Grant No. I.1.3, Project 0314–2016–0008).
Received: 08.09.2020
Revised: 08.09.2020
Accepted: 18.11.2020
English version:
Siberian Mathematical Journal, 2021, Volume 62, Issue 3, Pages 455–461
DOI: https://doi.org/10.1134/S0037446621030083
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: V. I. Lotov, V. R. Khodzhibaev, “Inequalities in a two-sided boundary crossing problem for stochastic processes”, Sibirsk. Mat. Zh., 62:3 (2021), 563–571; Siberian Math. J., 62:3 (2021), 455–461
Citation in format AMSBIB
\Bibitem{LotKho21}
\by V.~I.~Lotov, V.~R.~Khodzhibaev
\paper Inequalities in a~two-sided boundary crossing problem for stochastic processes
\jour Sibirsk. Mat. Zh.
\yr 2021
\vol 62
\issue 3
\pages 563--571
\mathnet{http://mi.mathnet.ru/smj7577}
\crossref{https://doi.org/10.33048/smzh.2021.62.308}
\elib{https://elibrary.ru/item.asp?id=46858200}
\transl
\jour Siberian Math. J.
\yr 2021
\vol 62
\issue 3
\pages 455--461
\crossref{https://doi.org/10.1134/S0037446621030083}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000655743500008}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85107178444}
Linking options:
  • https://www.mathnet.ru/eng/smj7577
  • https://www.mathnet.ru/eng/smj/v62/i3/p563
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский математический журнал Siberian Mathematical Journal
    Statistics & downloads:
    Abstract page:182
    Full-text PDF :51
    References:18
    First page:9
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024