Inequalities in a two-sided boundary crossing problem for stochastic processes
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Publication:2030772
DOI10.1134/S0037446621030083zbMath1470.60124MaRDI QIDQ2030772
V. R. Khodjibayev, Vladimir Ivanovich Lotov
Publication date: 7 June 2021
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0037446621030083
ruin probability; first exit time; boundary crossing problem; stationary stochastic process with independent increments
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