Estimates of the probability of the random process stay in the band

We give lower and upper bounds for the visit probability of a stochastic process in the halfline.

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Bibliographic Details
Date:1992
Main Authors: Daniev , Yu. F., Kushch , I. A., Даниев , Ю. Ф., Кущ , И. А.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 1992
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/7898
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal