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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 3, Pages 551–556 (Mi tvp2269)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On the first passage time of diffusion processes for time-dependent boundaries

V. A. Lebedev

Moscow
Full-text PDF (368 kB) Citations (1)
Abstract: In the paper, an inequality is obtained (see Theorem) which is closely connected with first passage problems for diffusion processes for a special class of boundaries.
Usefulness of the theorem is illustrated by two examples one of which is a short proof of a recent result due to L. A. Shepp [3].
Received: 20.05.1969
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 3, Pages 541–545
DOI: https://doi.org/10.1137/1116059
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. A. Lebedev, “On the first passage time of diffusion processes for time-dependent boundaries”, Teor. Veroyatnost. i Primenen., 16:3 (1971), 551–556; Theory Probab. Appl., 16:3 (1971), 541–545
Citation in format AMSBIB
\Bibitem{Leb71}
\by V.~A.~Lebedev
\paper On the first passage time of diffusion processes for time-dependent boundaries
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 3
\pages 551--556
\mathnet{http://mi.mathnet.ru/tvp2269}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=290462}
\zmath{https://zbmath.org/?q=an:0244.60057}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 3
\pages 541--545
\crossref{https://doi.org/10.1137/1116059}
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  • https://www.mathnet.ru/eng/tvp/v16/i3/p551
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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