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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. 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.

UDC: 519.2

Received: 16.02.1999


 English version:
Journal of Mathematical Sciences (New York), 2002, 109:6, 2250–2255

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