A technology is proposed for estimating the probability that the share price will leave the established corridor by a given point in time. The exact expression is obtained for the required probability under the assumption that the behavior of the share price is described by the well-known model of Samuelson, according to which the relative change in price is the sum of the non-random trend and the Wiener process.

We propose a scheme for finding the probabilities of events related to crossings of a level by a random process. Using this scheme, we estimate the probability that the first achievement of a given level by the component$y_{1}(x)$of an n-dimensional continuous process${\mathbf { y}}(x)\!=\!\{y_{1}(x),\ldots,y_{n}(x)\}$occurs at some moment$x^{*}$from a given interval$(x',x'')$and, at this moment$x^{*}$, the other components$y_{2}(x^{*}),\ldots,y_{n}(x^{*})$satisfy given constraints. The need for estimating the above-mentioned probability arises, in particular, in the problems of ensuring the safety of an aircraft landing.

A technology is proposed for estimating the probability that a share price will fall below the minimum level. The exact expression is obtained for the required probability under the assumption that the behavior of the share price is described by the well-known model of Samuelson, according to which the relative change in price is the sum of the non-random trend and the Wiener process. The obtained result is qualitatively analyzed for various relations of the problem parameters.