The ruin probability and minimum excursion for Brownian motion with drift (Q2924244)
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scientific article; zbMATH DE number 6364735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ruin probability and minimum excursion for Brownian motion with drift |
scientific article; zbMATH DE number 6364735 |
Statements
3 November 2014
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Brownian motion with drift
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ruin probability
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first hitting time
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minimum excursion
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The ruin probability and minimum excursion for Brownian motion with drift (English)
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