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On the Asymptotics of the Sojourn Probability of a Poisson Process between Two Nonlinear Boundaries That Move Away from One Another

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Abstract

We obtain the complete asymptotic decomposition of the sojourn probability of a homogeneous Poisson process inside a domain with curvilinear boundaries. The coefficients of this decomposition are determined by the solutions of parabolic problems with one and two boundaries.

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Gasanenko, V.A. On the Asymptotics of the Sojourn Probability of a Poisson Process between Two Nonlinear Boundaries That Move Away from One Another. Ukrainian Mathematical Journal 53, 15–25 (2001). https://doi.org/10.1023/A:1010428515104

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