Standard

On the distribution of the trajectory maximum of a stochastic process with switchings. / Lotov, Vladimir Ivanovich; Xodjibayev, Vali Raximdjanovich.

In: Сибирские электронные математические известия, Vol. 17, 01.05.2020, p. 807-813.

Research output: Contribution to journal › Article › peer-review

Harvard

Lotov, VI & Xodjibayev, VR 2020, 'On the distribution of the trajectory maximum of a stochastic process with switchings', Сибирские электронные математические известия, vol. 17, pp. 807-813. https://doi.org/10.33048/SEMI.2020.17.058

APA

Lotov, V. I., & Xodjibayev, V. R. (2020). On the distribution of the trajectory maximum of a stochastic process with switchings. Сибирские электронные математические известия, 17, 807-813. https://doi.org/10.33048/SEMI.2020.17.058

Vancouver

Lotov VI, Xodjibayev VR. On the distribution of the trajectory maximum of a stochastic process with switchings. Сибирские электронные математические известия. 2020 May 1;17:807-813. doi: 10.33048/SEMI.2020.17.058

Author

Lotov, Vladimir Ivanovich ; Xodjibayev, Vali Raximdjanovich. / On the distribution of the trajectory maximum of a stochastic process with switchings. In: Сибирские электронные математические известия. 2020 ; Vol. 17. pp. 807-813.

BibTeX

@article{d6a59019ddac447cb0dbc30f0f380f54,
title = "On the distribution of the trajectory maximum of a stochastic process with switchings",
abstract = "We study a stochastic process with switchings between two stationary processes with independent increments while achieving regulatory barriers. The regulation is intended to keep under control the range of trajectories. At the same time the structure of the process allows the trajectories stay some time outside the band adjustments. The paper establishes limit theorem for the distribution of the maximum possible excess of the upper regulatory barrier.",
author = "Lotov, {Vladimir Ivanovich} and Xodjibayev, {Vali Raximdjanovich}",
year = "2020",
month = may,
day = "1",
doi = "10.33048/SEMI.2020.17.058",
language = "English",
volume = "17",
pages = "807--813",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - On the distribution of the trajectory maximum of a stochastic process with switchings

AU - Lotov, Vladimir Ivanovich

AU - Xodjibayev, Vali Raximdjanovich

PY - 2020/5/1

Y1 - 2020/5/1

N2 - We study a stochastic process with switchings between two stationary processes with independent increments while achieving regulatory barriers. The regulation is intended to keep under control the range of trajectories. At the same time the structure of the process allows the trajectories stay some time outside the band adjustments. The paper establishes limit theorem for the distribution of the maximum possible excess of the upper regulatory barrier.

AB - We study a stochastic process with switchings between two stationary processes with independent increments while achieving regulatory barriers. The regulation is intended to keep under control the range of trajectories. At the same time the structure of the process allows the trajectories stay some time outside the band adjustments. The paper establishes limit theorem for the distribution of the maximum possible excess of the upper regulatory barrier.

UR - http://www.scopus.com/inward/record.url?scp=85089239825&partnerID=8YFLogxK

U2 - 10.33048/SEMI.2020.17.058

DO - 10.33048/SEMI.2020.17.058

M3 - Article

AN - SCOPUS:85089239825

VL - 17

SP - 807

EP - 813

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 24955432