Pages that link to "Item:Q3067846"
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The following pages link to Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846):
Displaying 21 items.
- On finite Markov chain imbedding and its applications (Q352896) (← links)
- Boundary crossing probabilities and statistical applications (Q1095541) (← links)
- Some boundary-crossing results for linear diffusion processes. (Q1423243) (← links)
- On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function (Q1657921) (← links)
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
- Some new classes of exceptional times of linear Brownian motion (Q1917194) (← links)
- Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries (Q2176382) (← links)
- A note on Erdős and Kac's identity: boundary crossing probabilities of Brownian motion over constant boundaries. A finite Markov chain imbedding approach (Q2176388) (← links)
- On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary (Q2283145) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend (Q2433651) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
- Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions (Q3155337) (← links)
- Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)
- BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN (Q4629424) (← links)
- Randomization of a linear boundary in the first-passage problem of Brownian motion (Q5216267) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
- Reliability analyses of linear two-dimensional consecutive \(k\)-type systems (Q6500022) (← links)
- On extension of the Markov chain approximation method for computing Feynman-Kac type expectations (Q6630460) (← links)
