2019
Том 71
№ 9

All Issues

On certain exact relations for sojourn probabilities of a wiener process

Gasanenko V. A.

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Abstract

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.

English version (Springer): Ukrainian Mathematical Journal 51 (1999), no. 6, pp 942-947.

Citation Example: Gasanenko V. A. On certain exact relations for sojourn probabilities of a wiener process // Ukr. Mat. Zh. - 1999. - 51, № 6. - pp. 842–846.

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