Klump, Alexander; Kolb, Martin An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion. (English) Zbl 07808671 J. Appl. Probab. 61, No. 1, 279-300 (2024). Reviewer: Liping Li (Beijing) MSC: 60J65 60G40 60E15 PDFBibTeX XMLCite \textit{A. Klump} and \textit{M. Kolb}, J. Appl. Probab. 61, No. 1, 279--300 (2024; Zbl 07808671) Full Text: DOI
Ning, Zi-jun; Tan, Zhong-quan The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences. (English) Zbl 07803424 Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 545-561 (2023). MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{Z.-j. Ning} and \textit{Z.-q. Tan}, Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 545--561 (2023; Zbl 07803424) Full Text: DOI arXiv
Berbache, Aziza; Allaoua, Rebeiha; Cheurfa, Rachid; Bendjeddou, Ahmed Limit cycles for piecewise differential systems formed by an arbitrary linear system and a cubic isochronous center. (English) Zbl 1522.34032 Mem. Differ. Equ. Math. Phys. 89, 17-38 (2023). MSC: 34A30 34C05 34C25 34C07 37G15 PDFBibTeX XMLCite \textit{A. Berbache} et al., Mem. Differ. Equ. Math. Phys. 89, 17--38 (2023; Zbl 1522.34032) Full Text: Link
Klump, Alexander The inverse first-passage time problem as hydrodynamic limit of a particle system. (English) Zbl 1518.60030 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 42, 29 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J65 60G40 82C22 PDFBibTeX XMLCite \textit{A. Klump}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 42, 29 p. (2023; Zbl 1518.60030) Full Text: DOI
Klump, A.; Kolb, M. Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary. (English. Russian original) Zbl 1507.60053 Theory Probab. Appl. 67, No. 4, 570-592 (2023); translation from Teor. Veroyatn. Primen. 67, No. 4, 570-592 (2022). MSC: 60G40 60J65 PDFBibTeX XMLCite \textit{A. Klump} and \textit{M. Kolb}, Theory Probab. Appl. 67, No. 4, 570--592 (2023; Zbl 1507.60053); translation from Teor. Veroyatn. Primen. 67, No. 4, 570--592 (2022) Full Text: DOI
Shao, Jiamin; Tan, Zhongquan On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences. (English) Zbl 07649698 Commun. Stat., Theory Methods 52, No. 4, 1237-1250 (2023). MSC: 62F15 60G70 PDFBibTeX XMLCite \textit{J. Shao} and \textit{Z. Tan}, Commun. Stat., Theory Methods 52, No. 4, 1237--1250 (2023; Zbl 07649698) Full Text: DOI
Guillaume, Tristan Closed form valuation of barrier options with stochastic barriers. (English) Zbl 1492.60229 Ann. Oper. Res. 313, No. 2, 1021-1050 (2022). MSC: 60J65 91G15 PDFBibTeX XMLCite \textit{T. Guillaume}, Ann. Oper. Res. 313, No. 2, 1021--1050 (2022; Zbl 1492.60229) Full Text: DOI
Cristiano, Rony; de Freitas, Bruno R.; Medrado, João C. Three crossing limit cycles in a 3D-Filippov system having a \(T\)-singularity. (English) Zbl 1497.34054 Int. J. Bifurcation Chaos Appl. Sci. Eng. 32, No. 1, Article ID 2250006, 17 p. (2022). Reviewer: Xingwu Chen (Chengdu) MSC: 34C05 34A36 34C23 34C07 PDFBibTeX XMLCite \textit{R. Cristiano} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 32, No. 1, Article ID 2250006, 17 p. (2022; Zbl 1497.34054) Full Text: DOI
Schwalger, Tilo Mapping input noise to escape noise in integrate-and-fire neurons: a level-crossing approach. (English) Zbl 1480.92038 Biol. Cybern. 115, No. 5, 539-562 (2021). MSC: 92C20 60J60 PDFBibTeX XMLCite \textit{T. Schwalger}, Biol. Cybern. 115, No. 5, 539--562 (2021; Zbl 1480.92038) Full Text: DOI arXiv
Lotov, V. I.; Khodjibayev, V. R. Inequalities in a two-sided boundary crossing problem for stochastic processes. (English. Russian original) Zbl 1470.60124 Sib. Math. J. 62, No. 3, 455-461 (2021); translation from Sib. Mat. Zh. 62, No. 3, 567-575 (2021). MSC: 60G50 60E15 PDFBibTeX XMLCite \textit{V. I. Lotov} and \textit{V. R. Khodjibayev}, Sib. Math. J. 62, No. 3, 455--461 (2021; Zbl 1470.60124); translation from Sib. Mat. Zh. 62, No. 3, 567--575 (2021) Full Text: DOI
Buck, Micha Limit theorems for random walks with absorption. (English) Zbl 1469.60136 J. Theor. Probab. 34, No. 1, 241-263 (2021). MSC: 60G50 60F17 PDFBibTeX XMLCite \textit{M. Buck}, J. Theor. Probab. 34, No. 1, 241--263 (2021; Zbl 1469.60136) Full Text: DOI arXiv
Muravey, Dmitry Lie symmetries methods in boundary crossing problems for diffusion processes. (English) Zbl 1460.60091 Acta Appl. Math. 170, 347-372 (2020). MSC: 60J60 22E70 35Q84 82C31 PDFBibTeX XMLCite \textit{D. Muravey}, Acta Appl. Math. 170, 347--372 (2020; Zbl 1460.60091) Full Text: DOI arXiv
Wu, Tung-Lung Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries. (English) Zbl 1437.60050 Methodol. Comput. Appl. Probab. 22, No. 1, 13-24 (2020). MSC: 60J65 60J70 60J60 60J10 PDFBibTeX XMLCite \textit{T.-L. Wu}, Methodol. Comput. Appl. Probab. 22, No. 1, 13--24 (2020; Zbl 1437.60050) Full Text: DOI
Tarkaev, Vladimir Homological invariants of links in a thickened surface. (English) Zbl 1508.57012 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 1, Paper No. 17, 19 p. (2020). MSC: 57K12 PDFBibTeX XMLCite \textit{V. Tarkaev}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 1, Paper No. 17, 19 p. (2020; Zbl 1508.57012) Full Text: DOI
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K. Ruin and deficit under claim arrivals with the order statistics property. (English) Zbl 1427.91078 Methodol. Comput. Appl. Probab. 21, No. 2, 511-530 (2019). MSC: 91B05 60K30 60G55 60G51 91G05 PDFBibTeX XMLCite \textit{D. S. Dimitrova} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 511--530 (2019; Zbl 1427.91078) Full Text: DOI
Kareev, I. A.; Zaikin, A. A. Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model. (English) Zbl 1442.62182 Lobachevskii J. Math. 40, No. 8, 1178-1185 (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L10 62F07 62F15 60G44 PDFBibTeX XMLCite \textit{I. A. Kareev} and \textit{A. A. Zaikin}, Lobachevskii J. Math. 40, No. 8, 1178--1185 (2019; Zbl 1442.62182) Full Text: DOI
Zhang, Xin Upper bound on the sum of powers of the degrees of graphs with few crossings per edge. (English) Zbl 1428.05069 Appl. Math. Comput. 350, 163-169 (2019). MSC: 05C07 05C10 92E10 PDFBibTeX XMLCite \textit{X. Zhang}, Appl. Math. Comput. 350, 163--169 (2019; Zbl 1428.05069) Full Text: DOI
Lindgren, Georg Gaussian integrals and Rice series in crossing distributions – to compute the distribution of maxima and other features of Gaussian processes. (English) Zbl 1420.62071 Stat. Sci. 34, No. 1, 100-128 (2019). MSC: 62E15 60G15 62G30 PDFBibTeX XMLCite \textit{G. Lindgren}, Stat. Sci. 34, No. 1, 100--128 (2019; Zbl 1420.62071) Full Text: DOI Euclid
Gür, Sercan; Pötzelberger, Klaus Sensitivity of boundary crossing probabilities of the Brownian motion. (English) Zbl 1428.60122 Monte Carlo Methods Appl. 25, No. 1, 75-83 (2019). MSC: 60J70 60G40 65C05 62F03 PDFBibTeX XMLCite \textit{S. Gür} and \textit{K. Pötzelberger}, Monte Carlo Methods Appl. 25, No. 1, 75--83 (2019; Zbl 1428.60122) Full Text: DOI Link
Di Crescenzo, Antonio; Pellerey, Franco Some results and applications of geometric counting processes. (English) Zbl 1411.60111 Methodol. Comput. Appl. Probab. 21, No. 1, 203-233 (2019). MSC: 60J27 60K15 60K20 PDFBibTeX XMLCite \textit{A. Di Crescenzo} and \textit{F. Pellerey}, Methodol. Comput. Appl. Probab. 21, No. 1, 203--233 (2019; Zbl 1411.60111) Full Text: DOI
Guillaume, Tristan On the first exit time of geometric Brownian motion from stochastic exponential boundaries. (English) Zbl 1414.60070 Int. J. Appl. Comput. Math. 4, No. 5, Paper No. 120, 23 p. (2018). MSC: 60J65 PDFBibTeX XMLCite \textit{T. Guillaume}, Int. J. Appl. Comput. Math. 4, No. 5, Paper No. 120, 23 p. (2018; Zbl 1414.60070) Full Text: DOI
Zacks, Shelemyahu Sample path analysis and distributions of boundary crossing times. (English) Zbl 1393.60004 Lecture Notes in Mathematics 2203. Cham: Springer (ISBN 978-3-319-67058-4/pbk; 978-3-319-67059-1/ebook). xiii, 135 p. (2017). Reviewer: Alexander Schnurr (Siegen) MSC: 60-02 60G17 60K30 60G55 PDFBibTeX XMLCite \textit{S. Zacks}, Sample path analysis and distributions of boundary crossing times. Cham: Springer (2017; Zbl 1393.60004) Full Text: DOI
Boukouras, Aristotelis; Koufopoulos, Kostas Efficient allocations in economies with asymmetric information when the realized frequency of types is common knowledge. (English) Zbl 1405.91351 Econ. Theory 64, No. 1, 75-98 (2017). MSC: 91B44 91B32 91A40 PDFBibTeX XMLCite \textit{A. Boukouras} and \textit{K. Koufopoulos}, Econ. Theory 64, No. 1, 75--98 (2017; Zbl 1405.91351) Full Text: DOI
Jin, Zhiyong; Wang, Liqun First passage time for Brownian motion and piecewise linear boundaries. (English) Zbl 1360.60155 Methodol. Comput. Appl. Probab. 19, No. 1, 237-253 (2017). MSC: 60J65 60J75 60J60 60J70 65C05 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{L. Wang}, Methodol. Comput. Appl. Probab. 19, No. 1, 237--253 (2017; Zbl 1360.60155) Full Text: DOI
Moscovich, Amit; Nadler, Boaz Fast calculation of boundary crossing probabilities for Poisson processes. (English) Zbl 1416.60055 Stat. Probab. Lett. 123, 177-182 (2017). MSC: 60G55 60J27 65C50 PDFBibTeX XMLCite \textit{A. Moscovich} and \textit{B. Nadler}, Stat. Probab. Lett. 123, 177--182 (2017; Zbl 1416.60055) Full Text: DOI arXiv
Navidi, Mahmod; Fathi-Vajargah, Behrouz On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk. (English) Zbl 1446.60037 Appl. Math. Modelling 40, No. 2, 1506-1513 (2016). MSC: 60G50 PDFBibTeX XMLCite \textit{M. Navidi} and \textit{B. Fathi-Vajargah}, Appl. Math. Modelling 40, No. 2, 1506--1513 (2016; Zbl 1446.60037) Full Text: DOI
Ignatov, Zvetan G.; Kaishev, Vladimir K. First crossing time, overshoot and Appell-Hessenberg type functions. (English) Zbl 1352.60069 Stochastics 88, No. 8, 1240-1260 (2016). MSC: 60G55 60K99 91B30 PDFBibTeX XMLCite \textit{Z. G. Ignatov} and \textit{V. K. Kaishev}, Stochastics 88, No. 8, 1240--1260 (2016; Zbl 1352.60069) Full Text: DOI
Aurzada, Frank; Kramm, Tanja The first passage time problem over a moving boundary for asymptotically stable Lévy processes. (English) Zbl 1354.60049 J. Theor. Probab. 29, No. 3, 737-760 (2016). Reviewer: Nikola Sandrić (Zagreb) MSC: 60G51 60F99 60G52 PDFBibTeX XMLCite \textit{F. Aurzada} and \textit{T. Kramm}, J. Theor. Probab. 29, No. 3, 737--760 (2016; Zbl 1354.60049) Full Text: DOI arXiv
Salimov, Rustem A sequential d-guaranteed test for distinguishing two interval hypotheses. (English) Zbl 1419.62202 Lobachevskii J. Math. 37, No. 4, 500-503 (2016). MSC: 62L10 PDFBibTeX XMLCite \textit{R. Salimov}, Lobachevskii J. Math. 37, No. 4, 500--503 (2016; Zbl 1419.62202) Full Text: DOI
Pollock, Murray; Johansen, Adam M.; Roberts, Gareth O. On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions. (English) Zbl 1343.60099 Bernoulli 22, No. 2, 794-856 (2016). MSC: 60H35 60H10 60J60 60J75 60G17 65C30 PDFBibTeX XMLCite \textit{M. Pollock} et al., Bernoulli 22, No. 2, 794--856 (2016; Zbl 1343.60099) Full Text: DOI arXiv Euclid
Di Crescenzo, Antonio; Martinucci, Barbara; Zacks, Shelemyahu Compound Poisson process with a Poisson subordinator. (English) Zbl 1323.60066 J. Appl. Probab. 52, No. 2, 360-374 (2015). MSC: 60G55 60J27 60G40 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., J. Appl. Probab. 52, No. 2, 360--374 (2015; Zbl 1323.60066) Full Text: DOI arXiv Euclid
Ji, Huijie; Shao, Jinghai First passage probabilities of one-dimensional diffusion processes. (English) Zbl 1322.60163 Front. Math. China 10, No. 4, 901-916 (2015). MSC: 60J60 60J10 60J65 60J75 60J70 PDFBibTeX XMLCite \textit{H. Ji} and \textit{J. Shao}, Front. Math. China 10, No. 4, 901--916 (2015; Zbl 1322.60163) Full Text: DOI
Che, Xiaonan; Dassios, Angelos Stochastic boundary crossing probabilities for the Brownian motion. (English) Zbl 1291.60081 J. Appl. Probab. 50, No. 2, 419-429 (2013). Reviewer: Jan Kallsen (Kiel) MSC: 60G40 62P05 60J65 PDFBibTeX XMLCite \textit{X. Che} and \textit{A. Dassios}, J. Appl. Probab. 50, No. 2, 419--429 (2013; Zbl 1291.60081) Full Text: DOI Euclid
Mukhopadhyay, Nitis; Poruthotage, Sankha Muthu Sequential fixed-width confidence interval procedures for the mean under multiple boundary crossings. (English) Zbl 1271.62187 Sequential Anal. 32, No. 1, 83-109 (2013). MSC: 62L12 62L10 60G40 PDFBibTeX XMLCite \textit{N. Mukhopadhyay} and \textit{S. M. Poruthotage}, Sequential Anal. 32, No. 1, 83--109 (2013; Zbl 1271.62187) Full Text: DOI
Pötzelberger, Klaus Improving the Monte Carlo estimation of boundary crossing probabilities by control variables. (English) Zbl 1260.65009 Monte Carlo Methods Appl. 18, No. 4, 353-377 (2012). MSC: 65C50 65C05 60G40 60J60 60J65 60J70 PDFBibTeX XMLCite \textit{K. Pötzelberger}, Monte Carlo Methods Appl. 18, No. 4, 353--377 (2012; Zbl 1260.65009) Full Text: DOI
Fu, James C.; Wu, Tung-Lung Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes. (English) Zbl 1208.60080 J. Appl. Probab. 47, No. 4, 1058-1071 (2010). MSC: 60J65 60J70 60J60 60J10 PDFBibTeX XMLCite \textit{J. C. Fu} and \textit{T.-L. Wu}, J. Appl. Probab. 47, No. 4, 1058--1071 (2010; Zbl 1208.60080) Full Text: DOI
Borovkov, K.; Downes, A. N. On boundary crossing probabilities for diffusion processes. (English) Zbl 1211.60017 Stochastic Processes Appl. 120, No. 2, 105-129 (2010). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60G60 60J70 60H10 60G40 PDFBibTeX XMLCite \textit{K. Borovkov} and \textit{A. N. Downes}, Stochastic Processes Appl. 120, No. 2, 105--129 (2010; Zbl 1211.60017) Full Text: DOI arXiv
Mogul’skij, A. A. Local limit theorem for the first crossing time of a fixed level by a random walk. (Russian, English) Zbl 1249.60092 Mat. Tr. 12, No. 2, 126-138 (2009); translation in Sib. Adv. Math. 20, No. 3, 191-200 (2010). MSC: 60G50 60F05 60F10 PDFBibTeX XMLCite \textit{A. A. Mogul'skij}, Mat. Tr. 12, No. 2, 126--138 (2009; Zbl 1249.60092); translation in Sib. Adv. Math. 20, No. 3, 191--200 (2010) Full Text: DOI
Palmowski, Zbigniew; Pistorius, Martijn Cramér asymptotics for finite time first passage probabilities of general Lévy processes. (English) Zbl 1175.60021 Stat. Probab. Lett. 79, No. 16, 1752-1758 (2009). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 60F10 60J75 60K05 PDFBibTeX XMLCite \textit{Z. Palmowski} and \textit{M. Pistorius}, Stat. Probab. Lett. 79, No. 16, 1752--1758 (2009; Zbl 1175.60021) Full Text: DOI arXiv
Gathy, Maude; Lefèvre, Claude From damage models to SIR epidemics and cascading failures. (English) Zbl 1191.60055 Adv. Appl. Probab. 41, No. 1, 247-269 (2009). Reviewer: Albrecht Irle (Kiel) MSC: 60G40 60E05 62P10 PDFBibTeX XMLCite \textit{M. Gathy} and \textit{C. Lefèvre}, Adv. Appl. Probab. 41, No. 1, 247--269 (2009; Zbl 1191.60055) Full Text: DOI
Downes, Andrew N.; Borovkov, Konstantin First passage densities and boundary crossing probabilities for diffusion processes. (English) Zbl 1293.60075 Methodol. Comput. Appl. Probab. 10, No. 4, 621-644 (2008). MSC: 60J60 60J70 PDFBibTeX XMLCite \textit{A. N. Downes} and \textit{K. Borovkov}, Methodol. Comput. Appl. Probab. 10, No. 4, 621--644 (2008; Zbl 1293.60075) Full Text: DOI arXiv
Kahale, Nabil Analytic crossing probabilities for certain barriers by Brownian motion. (English) Zbl 1146.60067 Ann. Appl. Probab. 18, No. 4, 1424-1440 (2008). Reviewer: Josef Steinebach (Köln) MSC: 60J65 60G40 60J60 PDFBibTeX XMLCite \textit{N. Kahale}, Ann. Appl. Probab. 18, No. 4, 1424--1440 (2008; Zbl 1146.60067) Full Text: DOI arXiv
Abundo, Mario Some remarks on the maximum of a one-dimensional diffusion process. (English) Zbl 1136.60356 Probab. Math. Stat. 28, No. 1, 107-120 (2008). MSC: 60J60 60J65 60H10 PDFBibTeX XMLCite \textit{M. Abundo}, Probab. Math. Stat. 28, No. 1, 107--120 (2008; Zbl 1136.60356)
Burq, Zaeem A.; Jones, Owen D. Simulation of Brownian motion at first-passage times. (English) Zbl 1135.60329 Math. Comput. Simul. 77, No. 1, 64-71 (2008). MSC: 60J65 65C05 PDFBibTeX XMLCite \textit{Z. A. Burq} and \textit{O. D. Jones}, Math. Comput. Simul. 77, No. 1, 64--71 (2008; Zbl 1135.60329) Full Text: DOI
He, Jun Structural first failure times under non-Gaussian stochastic behavior. (English) Zbl 1231.60091 Appl. Math. Mech., Engl. Ed. 28, No. 11, 1487-1494 (2007). MSC: 60K10 PDFBibTeX XMLCite \textit{J. He}, Appl. Math. Mech., Engl. Ed. 28, No. 11, 1487--1494 (2007; Zbl 1231.60091) Full Text: DOI
Lefèvre, Claude Discrete compound Poisson process with curved boundaries: Polynomial structures and recursions. (English) Zbl 1122.60043 Methodol. Comput. Appl. Probab. 9, No. 2, 243-262 (2007). MSC: 60G40 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre}, Methodol. Comput. Appl. Probab. 9, No. 2, 243--262 (2007; Zbl 1122.60043) Full Text: DOI
Lefèvre, Claude First-crossing and ballot-type results for some nonstationary sequences. (English) Zbl 1131.60035 Adv. Appl. Probab. 39, No. 2, 492-509 (2007). Reviewer: Albrecht Irle (Kiel) MSC: 60G50 60E05 PDFBibTeX XMLCite \textit{C. Lefèvre}, Adv. Appl. Probab. 39, No. 2, 492--509 (2007; Zbl 1131.60035) Full Text: DOI Euclid
Wang, Liqun; Pötzelberger, Klaus Crossing probabilities for diffusion processes with piecewise continuous boundaries. (English) Zbl 1122.60070 Methodol. Comput. Appl. Probab. 9, No. 1, 21-40 (2007). MSC: 60J60 60J70 60J25 60G40 65C05 PDFBibTeX XMLCite \textit{L. Wang} and \textit{K. Pötzelberger}, Methodol. Comput. Appl. Probab. 9, No. 1, 21--40 (2007; Zbl 1122.60070) Full Text: DOI arXiv
Ezhov, I. I; Kadankov, V. F. Limit functionals for superposition of random walk and sequence of independent variables. (Ukrainian, English) Zbl 1164.60396 Teor. Jmovirn. Mat. Stat. 75, 8-20 (2006); translation in Theory Probab. Math. Stat. 75, 9-22 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60J10 PDFBibTeX XMLCite \textit{I. I Ezhov} and \textit{V. F. Kadankov}, Teor. Ĭmovirn. Mat. Stat. 75, 8--20 (2006; Zbl 1164.60396); translation in Theory Probab. Math. Stat. 75, 9--22 (2007) Full Text: Link
Cheng, Lan; Chen, Xinfu; Chadam, John; Saunders, David Analysis of an inverse first passage problem from risk management. (English) Zbl 1127.60036 SIAM J. Math. Anal. 38, No. 3, 845-873 (2006). Reviewer: Renming Song (Urbana) MSC: 60G40 34A55 35D05 35R35 45G10 91B30 60J60 60J70 PDFBibTeX XMLCite \textit{L. Cheng} et al., SIAM J. Math. Anal. 38, No. 3, 845--873 (2006; Zbl 1127.60036) Full Text: DOI
Ignatov, Zvetan G.; Kaishev, Vladimir K. On the infinite-horizon probability of (non)ruin for integer-valued claims. (English) Zbl 1108.60080 J. Appl. Probab. 43, No. 2, 535-551 (2006). Reviewer: Jean Picard (Aubière) MSC: 60K30 91B30 PDFBibTeX XMLCite \textit{Z. G. Ignatov} and \textit{V. K. Kaishev}, J. Appl. Probab. 43, No. 2, 535--551 (2006; Zbl 1108.60080) Full Text: DOI
Zygadło, Ryszard Two Markovian models leading to the Pascalian (1D ultrarelativistic) stationary distribution. (English) Zbl 1209.37106 Phys. Lett., A 329, No. 6, 459-463 (2004). MSC: 37N20 37D45 37L60 60J65 82C05 PDFBibTeX XMLCite \textit{R. Zygadło}, Phys. Lett., A 329, No. 6, 459--463 (2004; Zbl 1209.37106) Full Text: DOI
Berglund, Nils; Gentz, Barbara On the noise-induced passage through an unstable periodic orbit. I: Two-level model. (English) Zbl 1072.82018 J. Stat. Phys. 114, No. 5-6, 1577-1618 (2004). MSC: 82C05 37H99 60K10 PDFBibTeX XMLCite \textit{N. Berglund} and \textit{B. Gentz}, J. Stat. Phys. 114, No. 5--6, 1577--1618 (2004; Zbl 1072.82018) Full Text: DOI arXiv
Basak, Gopal K.; Ho, Kwok-Wah Remus Level-crossing probabilities and first-passage times for linear processes. (English) Zbl 1045.62081 Adv. Appl. Probab. 36, No. 2, 643-666 (2004). MSC: 62M10 60G17 45B05 60J05 60G44 PDFBibTeX XMLCite \textit{G. K. Basak} and \textit{K.-W. R. Ho}, Adv. Appl. Probab. 36, No. 2, 643--666 (2004; Zbl 1045.62081) Full Text: DOI
Constantine, Gregory M.; Bohnen, Nicolaas I.; Chow, Carson C. Electronic platform measures of balance impairment in Parkinsonians and first degree relatives. (English) Zbl 1046.92024 Int. J. Pure Appl. Math. 13, No. 2, 259-273 (2004). MSC: 92C50 37N25 62P10 37M10 PDFBibTeX XMLCite \textit{G. M. Constantine} et al., Int. J. Pure Appl. Math. 13, No. 2, 259--273 (2004; Zbl 1046.92024)
Denuit, M.; Lefèvre, Cl.; Picard, Ph. Polynomial structures in order statistics distributions. (English) Zbl 1031.62038 J. Stat. Plann. Inference 113, No. 1, 151-178 (2003). MSC: 62G30 62E15 33C65 62G10 PDFBibTeX XMLCite \textit{M. Denuit} et al., J. Stat. Plann. Inference 113, No. 1, 151--178 (2003; Zbl 1031.62038) Full Text: DOI
Lotov, V. I. On the sequential hypothesis testing when the distribution supports do not coincide. (Russian) Zbl 1014.62096 Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform. 2, No. 2, 50-54 (2002). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 62L10 62F03 PDFBibTeX XMLCite \textit{V. I. Lotov}, Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform. 2, No. 2, 50--54 (2002; Zbl 1014.62096)
Abundo, Mario Some conditional crossing results of Brownian motion over a piecewise-linear boundary. (English) Zbl 1014.60078 Stat. Probab. Lett. 58, No. 2, 131-145 (2002). MSC: 60J65 PDFBibTeX XMLCite \textit{M. Abundo}, Stat. Probab. Lett. 58, No. 2, 131--145 (2002; Zbl 1014.60078) Full Text: DOI
Antippa, A. F. Exact closed form solution for two coupled inhomogeneous first order difference equations with variable coefficients. (English) Zbl 0996.39001 J. Difference Equ. Appl. 8, No. 3, 255-276 (2002). MSC: 39A10 05C90 40D05 05C20 05C38 05A18 PDFBibTeX XMLCite \textit{A. F. Antippa}, J. Difference Equ. Appl. 8, No. 3, 255--276 (2002; Zbl 0996.39001) Full Text: DOI
Beauquier, Danièle; Slissenko, Anatol A first order logic for specification of timed algorithms: Basic properties and a decidable class. (English) Zbl 0988.03055 Ann. Pure Appl. Logic 113, No. 1-3, 13-52 (2002). MSC: 03B70 68Q60 03B25 PDFBibTeX XMLCite \textit{D. Beauquier} and \textit{A. Slissenko}, Ann. Pure Appl. Logic 113, No. 1--3, 13--52 (2002; Zbl 0988.03055) Full Text: DOI
Abundo, Mario Some results about boundary crossing for Brownian motion. (English) Zbl 1009.60069 Ric. Mat. 50, No. 2, 283-301 (2001). Reviewer: Nadiya M.Zinchenko (Kyïv) MSC: 60J65 60J75 60J60 PDFBibTeX XMLCite \textit{M. Abundo}, Ric. Mat. 50, No. 2, 283--301 (2001; Zbl 1009.60069)
Borovkov, K.; Burq, Z. Kendall’s identity for the first crossing time revisited. (English) Zbl 1008.60065 Electron. Commun. Probab. 6, Paper No. 9, 91-94 (2001). MSC: 60G51 PDFBibTeX XMLCite \textit{K. Borovkov} and \textit{Z. Burq}, Electron. Commun. Probab. 6, Paper No. 9, 91--94 (2001; Zbl 1008.60065) Full Text: DOI EuDML EMIS
Mazur-Śniady, K.; Śniady, P. Reliability of the beam with variable cross-section under stochastic excitation. (English) Zbl 1001.74055 ZAMM, Z. Angew. Math. Mech. 81, Suppl. 3, 639-640 (2001). MSC: 74H50 74K10 62N05 PDFBibTeX XMLCite \textit{K. Mazur-Śniady} and \textit{P. Śniady}, ZAMM, Z. Angew. Math. Mech. 81, 639--640 (2001; Zbl 1001.74055) Full Text: DOI
Abundo, Mario On first-passage times for one-dimensional jump-diffusion processes. (English) Zbl 0988.60073 Probab. Math. Stat. 20, No. 2, 399-423 (2000). Reviewer: Pavel Gapeev (Berlin) MSC: 60J60 60J99 60H10 60J75 PDFBibTeX XMLCite \textit{M. Abundo}, Probab. Math. Stat. 20, No. 2, 399--423 (2000; Zbl 0988.60073)
Daniels, Henry E. The first crossing-time density for Brownian motion with perturbed linear boundary. (English) Zbl 0965.60079 Bernoulli 6, No. 4, 571-580 (2000). MSC: 60J65 PDFBibTeX XMLCite \textit{H. E. Daniels}, Bernoulli 6, No. 4, 571--580 (2000; Zbl 0965.60079) Full Text: DOI
Abundo, Mario On first-crossing times of one-dimensional diffusions over two time-dependent boundaries. (English) Zbl 0989.60073 Stochastic Anal. Appl. 18, No. 2, 179-200 (2000). MSC: 60J60 60H15 PDFBibTeX XMLCite \textit{M. Abundo}, Stochastic Anal. Appl. 18, No. 2, 179--200 (2000; Zbl 0989.60073) Full Text: DOI
Marinov, Avgustin; Jeliazkov, Jivko; Ignatov, Tzvetan About the first crossing of the Poisson process with a curved upper boundary. (English) Zbl 1079.60523 God. Sofij. Univ., Fak. Mat. Inform. 91(1997), No. 1, 97-105 (1999). MSC: 60J75 60G40 60K99 PDFBibTeX XMLCite \textit{A. Marinov} et al., God. Sofiĭ. Univ., Fak. Mat. Inform. 91, No. 1, 97--105 (1999; Zbl 1079.60523)
Lotov, V. I. On hitting the high level by a random walk with delay at the origin. (English. Russian original) Zbl 0945.60067 Sib. Math. J. 40, No. 6, 1276-1288 (1999); translation from Sib. Mat. Zh. 40, No. 6, 1079-1090 (1999). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 60J50 PDFBibTeX XMLCite \textit{V. I. Lotov}, Sib. Math. J. 40, No. 6, 1079--1090 (1999; Zbl 0945.60067); translation from Sib. Mat. Zh. 40, No. 6, 1079--1090 (1999) Full Text: DOI
Lotov, V. I. Limit theorems in a boundary crossing problem for random walks. (English. Russian original) Zbl 0945.60066 Sib. Math. J. 40, No. 5, 1095-1108 (1999); translation from Sib. Mat. Zh. 40, No. 5, 925-937 (1999). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 60J50 60G50 PDFBibTeX XMLCite \textit{V. I. Lotov}, Sib. Math. J. 40, No. 5, 925--937 (1999; Zbl 0945.60066); translation from Sib. Mat. Zh. 40, No. 5, 925--937 (1999) Full Text: DOI
Der Kiureghian, Armen; Zhang, Yan Space-variant finite element reliability analysis. (English) Zbl 0955.74062 Comput. Methods Appl. Mech. Eng. 168, No. 1-4, 173-183 (1999). MSC: 74S05 74R99 62N05 PDFBibTeX XMLCite \textit{A. Der Kiureghian} and \textit{Y. Zhang}, Comput. Methods Appl. Mech. Eng. 168, No. 1--4, 173--183 (1999; Zbl 0955.74062) Full Text: DOI
Lotov, V. I.; Khodzhibaev, V. R. On limit theorems for the first exit time from an interval for stochastic processes. II. (Russian) Zbl 0937.60042 Mat. Tr. 2, No. 1, 121-139 (1999). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 60G51 62E10 PDFBibTeX XMLCite \textit{V. I. Lotov} and \textit{V. R. Khodzhibaev}, Mat. Tr. 2, No. 1, 121--139 (1999; Zbl 0937.60042)
Alm, Sven Erick; Wierman, John C. Inequalities for means of restricted first-passage times in percolation theory. (English) Zbl 0951.60093 Comb. Probab. Comput. 8, No. 4, 307-315 (1999). Reviewer: Klaus Schürger (Bonn) MSC: 60K35 82B43 PDFBibTeX XMLCite \textit{S. E. Alm} and \textit{J. C. Wierman}, Comb. Probab. Comput. 8, No. 4, 307--315 (1999; Zbl 0951.60093) Full Text: DOI
Friedrich, H.; Lange, C. Stochastic processes in nature and science. Modelling, simulation, reliability. (Stochastische Prozesse in Natur und Technik. Modellierung, Simulation, Zuverlässigkeit.) (German) Zbl 0988.60088 Frankfurt/Main: Harri Deutsch. 267 S. (1999). Reviewer: Evelyn Buckwar (Berlin) MSC: 60K10 60-01 60K40 62N05 90B25 PDFBibTeX XMLCite \textit{H. Friedrich} and \textit{C. Lange}, Stochastische Prozesse in Natur und Technik. Modellierung, Simulation, Zuverlässigkeit. Frankfurt/Main: Harri Deutsch (1999; Zbl 0988.60088)
Khodzhibaev, V. R. Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments. (Russian) Zbl 0944.60048 Mat. Tr. 1, No. 1, 116-128 (1998). MSC: 60G51 62E10 PDFBibTeX XMLCite \textit{V. R. Khodzhibaev}, Mat. Tr. 1, No. 1, 116--128 (1998; Zbl 0944.60048)
Khodzhibaev, V. R.; Lotov, V. I. On limit theorems for first exit time from an interval for stochastic processes. I. (Russian) Zbl 0922.60071 Mat. Tr. 1, No. 2, 111-134 (1998). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 60J99 62E10 PDFBibTeX XMLCite \textit{V. R. Khodzhibaev} and \textit{V. I. Lotov}, Mat. Tr. 1, No. 2, 111--134 (1998; Zbl 0922.60071)
Lotov, V. I.; Khodzhibaev, V. R. On limit theorems for the first exit time from a strip for stochastic processes. II. (English) Zbl 0920.60060 Sib. Adv. Math. 8, No. 4, 41-59 (1998). MSC: 60J99 60E10 PDFBibTeX XMLCite \textit{V. I. Lotov} and \textit{V. R. Khodzhibaev}, Sib. Adv. Math. 8, No. 4, 41--59 (1998; Zbl 0920.60060)
Lotov, V. I.; Khodzhibaev, V. R. On limit theorems for the first exit time from a strip for stochastic processes. I. (English) Zbl 0920.60059 Sib. Adv. Math. 8, No. 3, 90-113 (1998). MSC: 60J99 60E10 PDFBibTeX XMLCite \textit{V. I. Lotov} and \textit{V. R. Khodzhibaev}, Sib. Adv. Math. 8, No. 3, 90--113 (1998; Zbl 0920.60059)
Kesten, H.; Maller, R. A. Random walks crossing power law boundaries. (English) Zbl 0916.60041 Stud. Sci. Math. Hung. 34, No. 1-3, 219-252 (1998). Reviewer: Zdzislaw Rychlik (Lublin) MSC: 60G40 60G50 62L10 PDFBibTeX XMLCite \textit{H. Kesten} and \textit{R. A. Maller}, Stud. Sci. Math. Hung. 34, No. 1--3, 219--252 (1998; Zbl 0916.60041)
Khodzhibaev, V. R. Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments. (English) Zbl 0946.60049 Sib. Adv. Math. 7, No. 3, 75-86 (1997). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 60G51 62E10 PDFBibTeX XMLCite \textit{V. R. Khodzhibaev}, Sib. Adv. Math. 7, No. 3, 75--86 (1997; Zbl 0946.60049)
Picard, Philippe; Lefèvre, Claude The probability of ruin in finite time with discrete claim size distribution. (English) Zbl 0926.62103 Scand. Actuarial J. 1997, No. 1, 58-69 (1997). MSC: 62P05 60G35 PDFBibTeX XMLCite \textit{P. Picard} and \textit{C. Lefèvre}, Scand. Actuarial J. 1997, No. 1, 58--69 (1997; Zbl 0926.62103) Full Text: DOI
Sinaĭ, Ya. G. Distribution of the maximum of a fractional Brownian motion. (English. Russian original) Zbl 0927.60054 Russ. Math. Surv. 52, No. 2, 359-378 (1997); translation from Usp. Mat. Nauk 52, No. 2, 119-138 (1997). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G15 60G18 60G17 60J65 PDFBibTeX XMLCite \textit{Ya. G. Sinaĭ}, Russ. Math. Surv. 52, No. 2, 359--378 (1997; Zbl 0927.60054); translation from Usp. Mat. Nauk 52, No. 2, 119--138 (1997) Full Text: DOI
Naess, Arvid Clumping effect approximations for narrow-band random vibration. (English) Zbl 0963.70560 Ayyub, Bilal M. (ed.) et al., Uncertainty modeling in vibration, control and fuzzy analysis of structural systems. With a foreword by Lotfi Zadeh. Singapore: World Scientific. Ser. Stab. Vib. Control Syst., Ser. B. 10, 29-47 (1997). MSC: 70L05 74H40 PDFBibTeX XMLCite \textit{A. Naess}, in: Uncertainty modeling in vibration, control and fuzzy analysis of structural systems. With a foreword by Lotfi Zadeh. Singapore: World Scientific. 29--47 (1997; Zbl 0963.70560)
Biró, Zs.; Michaletzky, Gy. The first passage density of the Brownian motion to a Lipschitz-continuous boundary. (English) Zbl 0880.60035 Stud. Sci. Math. Hung. 33, No. 1-3, 25-41 (1997). Reviewer: G.Pap (Debrecen) MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{Zs. Biró} and \textit{Gy. Michaletzky}, Stud. Sci. Math. Hung. 33, No. 1--3, 25--41 (1997; Zbl 0880.60035)
Khaniev, Tahir A.; Ünver, İhsan The study of the level zero crossing time of a semi-Markovian random walk with delaying screen. (English) Zbl 0886.60089 Turk. J. Math. 21, No. 3, 257-268 (1997). Reviewer: S.Kalpakam (Madras) MSC: 60K15 60G50 PDFBibTeX XMLCite \textit{T. A. Khaniev} and \textit{İ. Ünver}, Turk. J. Math. 21, No. 3, 257--268 (1997; Zbl 0886.60089)
Daniels, Henry E. Approximating the first crossing-time density for a curved boundary. (English) Zbl 0865.60069 Bernoulli 2, No. 2, 133-143 (1996). Reviewer: René L.Schilling (Erlangen) MSC: 60J65 60J50 PDFBibTeX XMLCite \textit{H. E. Daniels}, Bernoulli 2, No. 2, 133--143 (1996; Zbl 0865.60069) Full Text: DOI Euclid
Lefèvre, Claude; Picard, Philippe Abelian-type expansions and nonlinear death processes. II. (English) Zbl 0857.60086 Adv. Appl. Probab. 28, No. 3, 877-894 (1996). MSC: 60J75 92D25 33E99 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Adv. Appl. Probab. 28, No. 3, 877--894 (1996; Zbl 0857.60086) Full Text: DOI
Lefevre, Claude; Picard, Philippe On the first-crossing of a Poisson process in a lower boundary. (English) Zbl 0858.60041 Heyde, C. C. (ed.) et al., Athens conference on applied probability and time series analysis, Athens, Greece, March 22–26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. Lect. Notes Stat., Springer-Verlag. 114, 159-175 (1996). MSC: 60G17 60G40 60J75 60E99 PDFBibTeX XMLCite \textit{C. Lefevre} and \textit{P. Picard}, in: Athens conference on applied probability and time series analysis, Athens, Greece, March 22--26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. 159--175 (1996; Zbl 0858.60041)
Lu, C. Joseph; Meeker, William Q.; Escobar, Luis A. A comparison of degradation and failure-time analysis methods for estimating a time-to-failure distribution. (English) Zbl 0854.62092 Stat. Sin. 6, No. 3, 531-546 (1996). MSC: 62N05 PDFBibTeX XMLCite \textit{C. J. Lu} et al., Stat. Sin. 6, No. 3, 531--546 (1996; Zbl 0854.62092)
Lindgren, Georg; Rychlik, Igor How reliable are contour curves? Confidence sets for level contours. (English) Zbl 0841.62082 Bernoulli 1, No. 4, 301-319 (1995). MSC: 62M40 PDFBibTeX XMLCite \textit{G. Lindgren} and \textit{I. Rychlik}, Bernoulli 1, No. 4, 301--319 (1995; Zbl 0841.62082) Full Text: DOI Euclid
Di Crescenzo, A. G.; Giorno, V.; Nobile, A. G.; Ricciardi, L. M. On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes. (English) Zbl 0835.60071 J. Appl. Probab. 32, No. 2, 316-336 (1995). Reviewer: V.Thangaraj (Madras) MSC: 60J60 60J70 60J99 PDFBibTeX XMLCite \textit{A. G. Di Crescenzo} et al., J. Appl. Probab. 32, No. 2, 316--336 (1995; Zbl 0835.60071) Full Text: DOI
Gusak, D. V. On crossing of a level by process defined by sums of a random number of terms. (English. Ukrainian original) Zbl 0943.60042 Ukr. Math. J. 47, No. 7, 1030-1049 (1995); translation from Ukr. Mat. Zh. 47, No. 7, 897-914 (1995). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G51 60G17 60J75 60G50 PDFBibTeX XMLCite \textit{D. V. Gusak}, Ukr. Mat. Zh. 47, No. 7, 897--914 (1995; Zbl 0943.60042); translation from Ukr. Mat. Zh. 47, No. 7, 897--914 (1995) Full Text: DOI
Picard, Philippe; Lefèvre, Claude On the first crossing of the surplus process with a given upper barrier. (English) Zbl 0806.62089 Insur. Math. Econ. 14, No. 2, 163-179 (1994). Reviewer: E.Di Lorenzo (Napoli) MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{P. Picard} and \textit{C. Lefèvre}, Insur. Math. Econ. 14, No. 2, 163--179 (1994; Zbl 0806.62089) Full Text: DOI
Kedem, Benjamin; Slud, Eric On autocorrelation estimation in mixed-spectrum Gaussian processes. (English) Zbl 0796.62075 Stochastic Processes Appl. 49, No. 2, 227-244 (1994). Reviewer: P.A.Morettin (São Paulo) MSC: 62M10 62M15 62M07 PDFBibTeX XMLCite \textit{B. Kedem} and \textit{E. Slud}, Stochastic Processes Appl. 49, No. 2, 227--244 (1994; Zbl 0796.62075) Full Text: DOI
Nagaev, A. V. Large deviation theorems for the first time of crossing an increasing level in a transient random walk. (English. Russian original) Zbl 0832.60034 Theory Probab. Appl. 38, No. 1, 46-52 (1993); translation from Teor. Veroyatn. Primen. 38, No. 1, 71-78 (1993). Reviewer: B.Kryžienė (Vilnius) MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{A. V. Nagaev}, Teor. Veroyatn. Primen. 38, No. 1, 71--78 (1993; Zbl 0832.60034); translation from Teor. Veroyatn. Primen. 38, No. 1, 71--78 (1993)
Chang, Joseph T. On moments of the first ladder height of random walks with small drift. (English) Zbl 0760.60064 Ann. Appl. Probab. 2, No. 3, 714-738 (1992). Reviewer: S.Grigorescu (Bucureşti) MSC: 60G50 60F99 62L10 PDFBibTeX XMLCite \textit{J. T. Chang}, Ann. Appl. Probab. 2, No. 3, 714--738 (1992; Zbl 0760.60064) Full Text: DOI
Durbin, J. [Williams, D.] The first-passage density of the Brownian motion process to a curved boundary. With an appendix by D. Williams. (English) Zbl 0806.60063 J. Appl. Probab. 29, No. 2, 291-304 (1992). MSC: 60J65 PDFBibTeX XMLCite \textit{J. Durbin}, J. Appl. Probab. 29, No. 2, 291--304 (1992; Zbl 0806.60063) Full Text: DOI
Di Crescenzo, A.; Giorno, V.; Nobile, A. G. On some first-crossing-time probabilities for a two-dimensional random walk with correlated components. (English) Zbl 0753.60060 Adv. Appl. Probab. 24, No. 2, 441-454 (1992). MSC: 60G50 05A15 92D25 60G40 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Adv. Appl. Probab. 24, No. 2, 441--454 (1992; Zbl 0753.60060) Full Text: DOI
Kedem, Benjamin; Lopes, Silvia Fixed points in mixed spectrum analysis. (English) Zbl 0759.60047 Probabilistic and stochastic methods in analysis, with applications, Proc. NATO Adv. Study Inst., Il Ciocco/Italy 1991, NATO ASI Ser., Ser. C 372, 573-591 (1992). MSC: 60G35 60G10 PDFBibTeX XMLCite \textit{B. Kedem} and \textit{S. Lopes}, in: Probabilistic and stochastic methods in analysis, with applications. Proceedings of the NATO advanced study institute on probabilistic and stochastic methods in analysis, with applications, Il Ciocco, Italy, July 14-27, 1991. Dordrecht: Kluwer Academic Publishers. 573--591 (1992; Zbl 0759.60047)
Kedem, Benjamin Contraction mappings in mixed spectrum estimation. (English) Zbl 0768.62082 New directions in time series analysis. Part I, Proc. Workshop, Minneapolis/MN (USA) 1990, IMA Volumes in Mathematics and Its Applications 45, 169-191 (1992). MSC: 62M15 62M20 62M09 PDFBibTeX XMLCite \textit{B. Kedem}, in: New directions in time series analysis. Part I. Based on the IMA workshop, held July 2-27, 1990 in Minneapolis, MN, USA. New York: Springer-Verlag. 169--191 (1992; Zbl 0768.62082)
Ragimov, F. G. Asymptotic expansion for the distribution of nonlinear boundary crossing time. (English. Russian original) Zbl 0783.60048 Theory Probab. Appl. 37, No. 3, 560-564 (1992); translation from Teor. Veroyatn. Primen. 37, No. 3, 580-583 (1992). Reviewer: V.Lotov (Novosibirsk) MSC: 60G50 60G40 60E99 PDFBibTeX XMLCite \textit{F. G. Ragimov}, Theory Probab. Appl. 37, No. 3, 560--564 (1992; Zbl 0783.60048); translation from Teor. Veroyatn. Primen. 37, No. 3, 580--583 (1992) Full Text: DOI