Pages that link to "Item:Q1864690"
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The following pages link to Some results about boundary crossing for Brownian motion (Q1864690):
Displaying 14 items.
- 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)
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
- Boundary non-crossings of Brownian pillow (Q966499) (← links)
- Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries (Q1065467) (← links)
- On Brownian paths connecting boundary points (Q1107217) (← links)
- The hazard rate tangent approximation for boundary hitting times (Q1901084) (← 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)
- Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries (Q2348321) (← links)
- Numerical bounds for critical exponents of crossing Brownian motion (Q2750908) (← links)
- On the Brownian first-passage time over a one-sided stochastic boundary (Q3842413) (← links)
- The first rendezvous time of Brownian motion and compound Poisson-type processes (Q4660530) (← links)
- First passage times for some classes of fractional time-changed diffusions (Q5085217) (← links)
