Inequalities in a two-sided boundary crossing problem for stochastic processes (Q2030772): Difference between revisions

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Latest revision as of 10:43, 30 July 2024

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Inequalities in a two-sided boundary crossing problem for stochastic processes
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    Inequalities in a two-sided boundary crossing problem for stochastic processes (English)
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    7 June 2021
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    stationary stochastic process with independent increments
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    first exit time
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    boundary crossing problem
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    ruin probability
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