Asymptotics for a curve with a given distribution density of the first exit position for a Wiener process (Q1603201)
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scientific article; zbMATH DE number 1759022
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
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Asymptotics for a curve with a given distribution density of the first exit position for a Wiener process (English)
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25 June 2002
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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.
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Wiener process
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upper class neighborhood
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0.8975221514701843
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0.7635658383369446
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