Published March 30, 2023
| Version v1
Journal article
Open
SOME INEQUALITIES IN ONE TWO-BOUNDARY PROBLEM FOR STOCHASTIC PROCESSES WITH INDEPENDENT INCREMENTS
Creators
Description
Two-sided estimates are found for the average value of the moment of the first exit from the interval of a homogeneous process with independent increments in the case when the process jumps are bounded from above and below
Files
A-40.pdf
Files
(506.1 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:b2a7a4d496bb0ae840d150597f5c177e
|
506.1 kB | Preview Download |