Geodesic
On the first passage time of diffusion processes for time-dependent boundaries
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 551-556 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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]. 
@article{TVP_1971_16_3_a13,
     author = {V. A. Lebedev},
     title = {On the first passage time of diffusion processes for time-dependent boundaries},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {551--556},
     year = {1971},
     volume = {16},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a13/}
}
TY  - JOUR
AU  - V. A. Lebedev
TI  - On the first passage time of diffusion processes for time-dependent boundaries
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1971
SP  - 551
EP  - 556
VL  - 16
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a13/
LA  - ru
ID  - TVP_1971_16_3_a13
ER  - 
%0 Journal Article
%A V. A. Lebedev
%T On the first passage time of diffusion processes for time-dependent boundaries
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1971
%P 551-556
%V 16
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a13/
%G ru
%F TVP_1971_16_3_a13
V. A. Lebedev. On the first passage time of diffusion processes for time-dependent boundaries. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 551-556. http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a13/