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.
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| Date: | 1999 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4671 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |