Pages that link to "Item:Q4320326"
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The following pages link to Remarks on “boundary crossing result for brownian motion” (Q4320326):
Displaying 9 items.
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- Boundary non-crossing probabilities for Slepian process (Q504449) (← links)
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (Q1880999) (← links)
- On the Poisson boundary of the relativistic Brownian motion (Q2028958) (← 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)
- Estimation of change-point models (Q2671953) (← links)
- Numerical bounds for critical exponents of crossing Brownian motion (Q2750908) (← links)
- Some comments on the paper “brownian bridge asymptotics for random mappings” (Q4312744) (← links)
- BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (Q5367498) (← links)