First exit densities of Brownian motion through one-sided moving boundaries (Q3893075)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First exit densities of Brownian motion through one-sided moving boundaries |
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First exit densities of Brownian motion through one-sided moving boundaries (English)
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1981
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moving boundaries
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uniform approximations for the first exit densities
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approximations for the power functions of sequential tests
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