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Zapiski Nauchnykh Seminarov POMI, 1999, Volume 260, Pages 290–297
(Mi znsl1082)
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Asymptotics for curve with the density given in zero, of a point of the first exit for Wiener process
B. P. Harlamov Institute of Problems of Mechanical Engineering, Russian Academy of Sciences
Abstract:
In the work the outcomes connected to an inverse problem of the first exit for Wiener process are considered: to find a curve of the upper class with the given distribution of the point of the first exit from region limited
to this curve. The evaluations for curve with the density given in zero, of a point of the first exit are found.
Received: 16.02.1999
Citation:
B. P. Harlamov, “Asymptotics for curve with the density given in zero, of a point of the first exit for Wiener process”, Probability and statistics. Part 3, Zap. Nauchn. Sem. POMI, 260, POMI, St. Petersburg, 1999, 290–297; J. Math. Sci. (New York), 109:6 (2002), 2250–2255
Linking options:
https://www.mathnet.ru/eng/znsl1082 https://www.mathnet.ru/eng/znsl/v260/p290
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Abstract page: | 136 | Full-text PDF : | 54 |
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