Asymptotic approximations for Brownian motion boundary hitting times (Q1180579)
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scientific article; zbMATH DE number 26038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic approximations for Brownian motion boundary hitting times |
scientific article; zbMATH DE number 26038 |
Statements
Asymptotic approximations for Brownian motion boundary hitting times (English)
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27 June 1992
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approximate square-root boundaries
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upper and lower case boundaries
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hitting times for diffusion processes
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properties of special functions
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