Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214)
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scientific article; zbMATH DE number 1906905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some conditional crossing results of Brownian motion over a piecewise-linear boundary |
scientific article; zbMATH DE number 1906905 |
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Some conditional crossing results of Brownian motion over a piecewise-linear boundary (English)
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7 May 2003
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boundary-crossing probability
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first-passage-time
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piecewise-linear boundary
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