Pages that link to "Item:Q1059969"
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The following pages link to Second-order approximations to the density, mean and variance of Brownian first-exit times (Q1059969):
Displaying 13 items.
- The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time (Q383927) (← links)
- On the distribution of first exit time for Brownian motion with double linear time-dependent barriers (Q469885) (← links)
- Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function (Q905232) (← links)
- Asymptotic expansions for the variance of stopping times in nonlinear renewal theory (Q1085884) (← links)
- Fixed width interval estimation for the reciprocal drift of Brownian motion (Q1193966) (← links)
- On excursion sets, tube formulas and maxima of random fields. (Q1578619) (← links)
- The first exit time stochastic theory applied to estimate the life-time of a complicated system (Q2218867) (← links)
- LERCHE'S SEQUENTIAL TEST FOR THE DRIFT OF A BROWNIAN MOTION WITH A SMOOTH PRIOR (Q2758217) (← links)
- Generalized Maximally Selected Statistics (Q3549422) (← links)
- Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data (Q3562420) (← links)
- Computations of boundary crossing probabilities for the wiener process (Q3759651) (← links)
- Tools to Estimate the First Passage Time to a Convex Barrier (Q5312841) (← links)
- First passage time and mean exit time for switching Brownian motion (Q5887755) (← links)
