On certain exact relations for sojourn probabilities of a wiener process
New exact relations are proved for the sojourn probability of a Wiener process between two time-de-pendent boundaries. The proof is based on the investigation of the heat-conduction equation in the domain determined by these functions-boundaries. The relations are given in the form of series.
Gespeichert in:
| Datum: | 1999 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1999
|
| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4671 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Institution
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510826843078656 |
|---|---|
| author | Gasanenko, V. A. Гасаненко, В. О. |
| author_facet | Gasanenko, V. A. Гасаненко, В. О. |
| author_sort | Gasanenko, V. A. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T21:11:00Z |
| description | New exact relations are proved for the sojourn probability of a Wiener process between two time-de-pendent boundaries. The proof is based on the investigation of the heat-conduction equation in the domain determined by these functions-boundaries. The relations are given in the form of series. |
| first_indexed | 2026-03-24T03:03:10Z |
| format | Article |
| fulltext |
0122
0123
0124
0125
0126
|
| id | umjimathkievua-article-4671 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T03:03:10Z |
| publishDate | 1999 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/8f/7230a8f9e2d6fe17faa942830162cf8f.pdf |
| spelling | umjimathkievua-article-46712020-03-18T21:11:00Z On certain exact relations for sojourn probabilities of a wiener process Про деякі точні формули для ймовірностей перебування вінерівського процесу Gasanenko, V. A. Гасаненко, В. О. New exact relations are proved for the sojourn probability of a Wiener process between two time-de-pendent boundaries. The proof is based on the investigation of the heat-conduction equation in the domain determined by these functions-boundaries. The relations are given in the form of series. Доведені нові точні формули для ймовірності перебування вінерівського процесу між двома межами, залежними від часу. Метод доведення базується на дослідженні рівняння теплопровідності в області, визначеній цими функціями-межами. Формули реалізовані у вигляді рядів. Institute of Mathematics, NAS of Ukraine 1999-06-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4671 Ukrains’kyi Matematychnyi Zhurnal; Vol. 51 No. 6 (1999); 842–846 Український математичний журнал; Том 51 № 6 (1999); 842–846 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/4671/6044 https://umj.imath.kiev.ua/index.php/umj/article/view/4671/6045 Copyright (c) 1999 Gasanenko V. A. |
| spellingShingle | Gasanenko, V. A. Гасаненко, В. О. On certain exact relations for sojourn probabilities of a wiener process |
| title | On certain exact relations for sojourn probabilities of a wiener process |
| title_alt | Про деякі точні формули для ймовірностей перебування вінерівського
процесу |
| title_full | On certain exact relations for sojourn probabilities of a wiener process |
| title_fullStr | On certain exact relations for sojourn probabilities of a wiener process |
| title_full_unstemmed | On certain exact relations for sojourn probabilities of a wiener process |
| title_short | On certain exact relations for sojourn probabilities of a wiener process |
| title_sort | on certain exact relations for sojourn probabilities of a wiener process |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4671 |
| work_keys_str_mv | AT gasanenkova oncertainexactrelationsforsojournprobabilitiesofawienerprocess AT gasanenkovo oncertainexactrelationsforsojournprobabilitiesofawienerprocess AT gasanenkova prodeâkítočníformulidlâjmovírnostejperebuvannâvínerívsʹkogoprocesu AT gasanenkovo prodeâkítočníformulidlâjmovírnostejperebuvannâvínerívsʹkogoprocesu |