Pages that link to "Item:Q4368897"
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The following pages link to The distribution of brownian motion on linear stopping boundaries (Q4368897):
Displaying 17 items.
- Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model (Q97067) (← links)
- The first-passage time distribution for the diffusion model with variable drift (Q97068) (← links)
- Completeness and unbiased estimation of mean vector in the multivariate group sequential case (Q873618) (← links)
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
- A noise-induced transition in the Lorenz system (Q2021639) (← links)
- Asymptotic design of symmetric triangular tests for the drift of brownian motion (Q2706968) (← links)
- (Q4213431) (← links)
- Approximations for non-symmetric truncated sequential and repeated significance tests (Q4254240) (← links)
- Minimum variance unbiased estimation of the drift of brownian motion with linear stopping boundaries (Q4384956) (← links)
- Maximum likelihood estimate following sequential probability ratio tests (Q4500807) (← links)
- Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests (Q4609020) (← links)
- Testing Secondary Hypotheses Following Sequential Clinical Trials (Q4667496) (← links)
- (Q4961512) (← links)
- Randomization of a linear boundary in the first-passage problem of Brownian motion (Q5216267) (← links)
- Stochastic Boundary Crossing Probabilities for the Brownian Motion (Q5299567) (← links)
- An algorithm for probabilistic solution of parabolic PDEs (Q5861989) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
