Asymptotics for a curve with a given distribution density of the first exit position for a Wiener process (Q1603201)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotics for a curve with a given distribution density of the first exit position for a Wiener process |
scientific article; zbMATH DE number 1759022
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics for a curve with a given distribution density of the first exit position for a Wiener process |
scientific article; zbMATH DE number 1759022 |
Statements
Asymptotics for a curve with a given distribution density of the first exit position for a Wiener process (English)
0 references
25 June 2002
0 references
The following inverse first exit problem for a Wiener process is considered: to find an upper class with a given distribution of the first exit point from the domain bounded by this curve. Some estimates are obtained for a curve with a given density at zero.
0 references
Wiener process
0 references
upper class neighborhood
0 references
0.8975221514701843
0 references
0.7845446467399597
0 references
0.7649535536766052
0 references
0.7635658383369446
0 references
