Неравенства В Задаче С Двумя Границами Для Случайных Процессов

Lotov, V. I.; Khodzhibaev, V. R.

doi:10.33048/smzh.2021.62.308

Sib. Mat. Zh.

2021

DOI: 10.33048/smzh.2021.62.308

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Неравенства В Задаче С Двумя Границами Для Случайных Процессов

V. I. Lotov¹,

V. R. Khodzhibaev²

Abstract: Аннотация. Для однородного случайного процесса с независимыми приращениями изучается вероятность первого выхода траектории из интервала через его верхнюю границу. Найдены двусторонние неравенства для этой вероятности при различных условиях на процесс.

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Неравенства В Задаче С Двумя Границами Для Случайных Процессов

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