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

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 05:38, 5 March 2024

scientific article
Language Label Description Also known as
English
Inequalities in a two-sided boundary crossing problem for stochastic processes
scientific article

    Statements

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

    Identifiers