Pages that link to "Item:Q4339247"

The following pages link to Boundary crossing probability for Brownian motion and general boundaries (Q4339247):

Displaying 50 items.

• Boundary crossing probabilities for \((q,d)\)-Slepian-processes (Q312111) (← links)
• Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity (Q335096) (← links)
• Linear programming and the inverse method of images (Q378743) (← links)
• Boundary noncrossings of additive Wiener fields (Q406615) (← links)
• A simple model for market booms and crashes (Q468121) (← links)
• Hitting time in Erlang loss systems with moving boundaries (Q475138) (← links)
• Market frictions and corporate finance: an overview paper (Q475313) (← links)
• Boundary non-crossing probabilities for Slepian process (Q504449) (← links)
• First passage time for Brownian motion and piecewise linear boundaries (Q518868) (← links)
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
• Boundary crossing probabilities for general exponential families (Q722599) (← links)
• On the inverse first-passage-time problem for a Wiener process (Q835061) (← links)
• Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function (Q905232) (← links)
• Boundary non-crossings of Brownian pillow (Q966499) (← links)
• Brownian motion hitting probabilities for general two-sided square-root boundaries (Q973029) (← links)
• Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis (Q1083162) (← links)
• On Brownian paths connecting boundary points (Q1107217) (← links)
• Asymptotic approximations for Brownian motion boundary hitting times (Q1180579) (← links)
• The first crossing-time density for Brownian motion with perturbed linear boundary (Q1586565) (← 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)
• On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
• Approximating the first crossing-time density for a curved boundary (Q1815793) (← links)
• Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
• Alternative boundaries for CUSUM tests (Q1880300) (← links)
• Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (Q1880999) (← links)
• Taylor expansions of curve-crossing probabilities (Q1962753) (← links)
• Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations (Q2001260) (← links)
• First hitting time of Brownian motion on simple graph with skew semiaxes (Q2157409) (← 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)
• Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary (Q2283145) (← links)
• Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
• First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
• Sensitivity of boundary crossing probabilities of the Brownian motion (Q2417979) (← links)
• Joint distribution of first exit times of a two dimensional Wiener process with jumps with application to a pair of coupled neurons (Q2435998) (← links)
• Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
• A new approach for pricing discounted American options (Q2656825) (← links)
• The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)
• On the empirical estimator of the boundary in inverse first-exit problems (Q2667001) (← links)
• Boundary crossing probability for Brownian motion (Q2731158) (← links)
• Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
• Flexing the default barrier (Q2866385) (← links)
• Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846) (← links)
• Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions (Q3155337) (← links)
• Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)
• A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
• A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
• Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
• Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests (Q4609020) (← links)