Pages that link to "Item:Q1945282"
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The following pages link to On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282):
Displaying 16 items.
- Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
- Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions (Q502098) (← links)
- On transient Bessel processes and planar Brownian motion reflected at their future infima (Q1909955) (← links)
- Adaptive quantile computation for Brownian bridge in change-point analysis (Q2072415) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption (Q2238890) (← links)
- Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries (Q2348321) (← links)
- Simultaneous boundary hitting by coupled reflected Brownian motions (Q2631817) (← links)
- Exit probability levels of diffusion processes (Q2964052) (← links)
- On the First Time that a 3-D Bessel Bridge Hits a Boundary (Q3145423) (← links)
- (Q4028967) (← links)
- Invariance formulas for stopping times of squared Bessel process (Q4685698) (← links)
- On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity (Q4925386) (← links)
- On first exit times and their means for Brownian bridges (Q5235049) (← links)
- The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)
- Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion (Q6620103) (← links)