Pages that link to "Item:Q4954235"
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The following pages link to Approximations of boundary crossing probabilities for a Brownian motion (Q4954235):
Displaying 50 items.
- Group sequential tests under fractional Brownian motion in monitoring clinical trials (Q257555) (← 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)
- Approximations for time-dependent distributions in Markovian fluid models (Q518871) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
- Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
- Implications of contrarian and one-sided strategies for the fair-coin game (Q952747) (← links)
- Boundary non-crossings of Brownian pillow (Q966499) (← links)
- Brownian motion hitting probabilities for general two-sided square-root boundaries (Q973029) (← links)
- Measuring close approaches on a Brownian path (Q1112465) (← links)
- The first exit time of a Brownian motion from an unbounded convex domain (Q1394540) (← 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)
- A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539) (← links)
- Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities (Q1703835) (← 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)
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (Q1880999) (← links)
- Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations (Q2001260) (← links)
- Pension saving schemes with return smoothing mechanism (Q2015634) (← links)
- Exact simulation for the first hitting time of Brownian motion and Brownian bridge (Q2105352) (← links)
- Closed form valuation of barrier options with stochastic barriers (Q2151659) (← 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)
- Componentwise accurate fluid queue computations using doubling algorithms (Q2353379) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- Sensitivity of boundary crossing probabilities of the Brownian motion (Q2417979) (← links)
- Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend (Q2433651) (← links)
- A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend (Q2567184) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- On the empirical estimator of the boundary in inverse first-exit problems (Q2667001) (← links)
- Numerical bounds for critical exponents of crossing Brownian motion (Q2750908) (← links)
- Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
- Pricing chained options with curved barriers (Q2851563) (← links)
- Flexing the default barrier (Q2866385) (← links)
- Exit probability levels of diffusion processes (Q2964052) (← 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)
- Intermediate-level crossings of a first-passage path (Q3302313) (← 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)
- Computations of boundary crossing probabilities for the wiener process (Q3759651) (← links)
- Heuristic approach to some laws for brownian motion (Q3780224) (← links)
- Boundary crossing probability for Brownian motion and general boundaries (Q4339247) (← links)
- Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests (Q4609020) (← links)
- How flat is flat in random interface growth? (Q4633614) (← links)
