Autors: Salimov, A. S.
Title: ALGORITHM FOR CALCULATING THE MATHEMATICAL EXPECTATION OF THE OPTIMAL PARABOLIC LIMIT OF A WINER PROCESS
Keywords: optimal parabolic boundary, random process, Wiener process

Abstract: We investigate a problem in which an optimal parabolic boundary is sought in a given interval [0, T] of a Wiener process starting from point 0. The Wiener process is a random process that resembles the motion of particles under the action of chaotic impacts of molecules, and is often called the continuously moving Brownian motion. That is why such problems are known as problems for finding optimal parabolic limits for Brownian motion.

References

    Issue

    , pp. 139-143, 2021, Bulgaria, YOUTH FORUMS "SCIENCE, TECHNOLOGY, INNOVATION, BUSINESS - 2021", ISSN 2367-8569

    Вид: публикация в национален форум