Аннотация:
В работе для широких классов функций ff и gg найдены асимптотическое поведение
и верхние и нижние оценки вероятностей P{σ>T}=P{|wt|⩽f(t),0⩽t⩽T}, P{σ>T}=P{wt⩾g(t),0⩽t⩽T}.
Библиография: 21 название.
Образец цитирования:
А. А. Новиков, “Об оценках и асимптотическом поведении вероятностей невыхода винеровского процесса на подвижную границу”, Матем. сб., 110(152):4(12) (1979), 539–550; A. A. Novikov, “On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary”, Math. USSR-Sb., 38:4 (1981), 495–505
\RBibitem{Nov79}
\by А.~А.~Новиков
\paper Об оценках и~асимптотическом поведении вероятностей невыхода винеровского процесса на подвижную границу
\jour Матем. сб.
\yr 1979
\vol 110(152)
\issue 4(12)
\pages 539--550
\mathnet{http://mi.mathnet.ru/sm2509}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=562208}
\zmath{https://zbmath.org/?q=an:0462.60079|0425.60066}
\transl
\by A.~A.~Novikov
\paper On estimates and the asymptotic behavior of nonexit probabilities of a~Wiener process to a~moving boundary
\jour Math. USSR-Sb.
\yr 1981
\vol 38
\issue 4
\pages 495--505
\crossref{https://doi.org/10.1070/SM1981v038n04ABEH001455}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981LQ11400004}
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/sm2509
https://www.mathnet.ru/rus/sm/v152/i4/p539
Эта публикация цитируется в следующих 31 статьяx:
Sandro Franceschi, “Martin Boundary of a Space-time Brownian Motion with Drift Killed at the Boundary of a Moving Cone”, Potential Anal, 2024
Richard F. Bass, “The rate of escape of the most visited site of Brownian motion”, Electron. J. Probab., 28:none (2023)
Д. Э. Денисов, Г. Хинрихс, А. И. Саханенко, В. И. Вахтель, “Пересечение броуновским движением границы порядка квадратного корня”, Ветвящиеся процессы и смежные вопросы, Сборник статей. К 75-летию со дня рождения Андрея Михайловича Зубкова и 70-летию со дня рождения Владимира Алексеевича Ватутина, Труды МИАН, 316, МИАН, М., 2022, 113–128; Denis E. Denisov, Günter Hinrichs, Alexander I. Sakhanenko, Vitali I. Wachtel, “Crossing an Asymptotically Square-Root Boundary by the Brownian Motion”, Proc. Steklov Inst. Math., 316 (2022), 105–120
Pascal Maillard, Jason Schweinsberg, “Yaglom-type limit theorems for branching Brownian motion with absorption”, Annales Henri Lebesgue, 5 (2022), 921
Ф. Аурзада, Ф. Бетц, М. А. Лифшиц, “Разрыв цепочки взаимодействующих броуновских частиц: гумбелева предельная теорема”, Теория вероятн. и ее примен., 66:2 (2021), 231–260; F. Aurzada, V. Betz, M. A. Lifshits, “Breaking a chain of interacting Brownian particles: a Gumbel limit theorem”, Theory Probab. Appl., 66:2 (2021), 184–208
Baruch Meerson, Naftali R Smith, “Geometrical optics of constrained Brownian motion: three short stories”, J. Phys. A: Math. Theor., 52:41 (2019), 415001
Tristan Gautié, Pierre Le Doussal, Satya N. Majumdar, Grégory Schehr, “Non-crossing Brownian Paths and Dyson Brownian Motion Under a Moving Boundary”, J Stat Phys, 177:5 (2019), 752
Dawei Lu, “Some asymptotic formulas of a Brownian motion with regular variation from the maximum and minimum complicated domains”, Communications in Statistics - Theory and Methods, 45:22 (2016), 6569
Frank Aurzada, Tanja Kramm, “The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes”, J Theor Probab, 2015
Dawei Lu, “Some asymptotic formulas for a Brownian motion from the maximum and minimum complicated domains”, Communications in Statistics - Theory and Methods, 2015
Artem Ryabov, Ekaterina Berestneva, Viktor Holubec, “Brownian motion in time-dependent logarithmic potential: Exact results for dynamics and first-passage properties”, The Journal of Chemical Physics, 143:11 (2015)
Dawei Lu, “Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary”, Communications in Statistics - Theory and Methods, 43:18 (2014), 3848
Aurzada F., Dereich S., “Universality of the Asymptotics of the One-Sided Exit Problem for Integrated Processes”, Ann. Inst. Henri Poincare-Probab. Stat., 49:1 (2013), 236–251
Dawei Lu, Lixin Song, “Some Asymptotic Formulas for a Brownian Motion with a Regular Variation from a Parabolic Domain”, Communications in Statistics - Theory and Methods, 2013, 1304221333
LIXIN SONG, WENBIN CHE, DAWEI LU, “THE EXIT PROBABILITIES OF BROWNIAN MOTION WITH VARIABLE DIMENSION APPLYING TO THE CONTROL OF POPULATION GROWTH”, Int. J. Biomath, 2013, 1350027
Jinghai Shao, Xiuping Wang, “Estimates of the Exit Probability for Two Correlated Brownian Motions”, Advances in Applied Probability, 45:1 (2013), 37
Jinghai Shao, Xiuping Wang, “Estimates of the Exit Probability for Two Correlated Brownian Motions”, Adv. Appl. Probab., 45:01 (2013), 37
Dawei Lu, Lixin Song, “The Asymptotic Behavior of a Brownian Motion with a Drift from a Random Domain”, Communications in Statistics - Theory and Methods, 41:1 (2012), 62
Simon C. Harris, Matthew I. Roberts, “The unscaled paths of branching Brownian motion”, Ann. Inst. H. Poincaré Probab. Statist., 48:2 (2012)
Dawei Lu, Lixin Song, “The First Exit Time of a Brownian Motion from the Minimum and Maximum Parabolic Domains”, J Theoret Probab, 2010
Цитирование в формате AMSBIB
Обратная связь: