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Zapiski Nauchnykh Seminarov POMI, 1999, Volume 260, Pages 290–297 (Mi znsl1082)  

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
English version:
Journal of Mathematical Sciences (New York), 2002, Volume 109, Issue 6, Pages 2250–2255
DOI: https://doi.org/10.1023/A:1014502021446
Bibliographic databases:
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Har99}
\by B.~P.~Harlamov
\paper Asymptotics for curve with the density given in zero, of a point of the first exit for Wiener process
\inbook Probability and statistics. Part~3
\serial Zap. Nauchn. Sem. POMI
\yr 1999
\vol 260
\pages 290--297
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1082}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1759171}
\zmath{https://zbmath.org/?q=an:1003.60074}
\transl
\jour J. Math. Sci. (New York)
\yr 2002
\vol 109
\issue 6
\pages 2250--2255
\crossref{https://doi.org/10.1023/A:1014502021446}
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