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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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Bibliographic Details
Date:	1999
Main Authors:	Gasanenko, V. A., Гасаненко, В. О.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 1999
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4671
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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