ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY

DOI10.1070/SM1981v038n04ABEH001455zbMath0462.60079MaRDI QIDQ3911818

Alexander Novikov

Publication date: 1981

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

zbMATH Keywords

asymptoticsWiener measurefirst passage problems

Mathematics Subject Classification ID

Brownian motion (60J65)

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