Sensitivity of boundary crossing probabilities of the Brownian motion (Q2417979)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity of boundary crossing probabilities of the Brownian motion |
scientific article |
Statements
Sensitivity of boundary crossing probabilities of the Brownian motion (English)
0 references
31 May 2019
0 references
boundary crossing probability
0 references
first exit time
0 references
sensitivity
0 references
perturbation of boundary
0 references
adaptive control variable
0 references
0 references
0 references
