Limit at zero of the Brownian first-passage density (Q1849740)
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scientific article; zbMATH DE number 1837435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit at zero of the Brownian first-passage density |
scientific article; zbMATH DE number 1837435 |
Statements
Limit at zero of the Brownian first-passage density (English)
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1 December 2002
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Brownian motion
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curved nonlinear boundary
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first-passage time
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upper and lower function
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integral equation
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strong Markov property
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Kolmogorov's test
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reflection principle
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0.88804567
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0.88448036
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0.8745286
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0.8685708
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0.86298746
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0.86187273
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