Asymptotics for curve with the density given in zero, of a point of the first exit for Wiener process
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 290-297
Voir la notice de l'article provenant de la source Math-Net.Ru
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.
@article{ZNSL_1999_260_a20,
author = {B. P. Harlamov},
title = {Asymptotics for curve with the density given in zero, of a point of the first exit for {Wiener} process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {290--297},
publisher = {mathdoc},
volume = {260},
year = {1999},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a20/}
}
TY - JOUR AU - B. P. Harlamov TI - Asymptotics for curve with the density given in zero, of a point of the first exit for Wiener process JO - Zapiski Nauchnykh Seminarov POMI PY - 1999 SP - 290 EP - 297 VL - 260 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a20/ LA - ru ID - ZNSL_1999_260_a20 ER -
B. P. Harlamov. Asymptotics for curve with the density given in zero, of a point of the first exit for Wiener process. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 290-297. http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a20/