Crossing probabilities for a square root boundary by a bessel process (Q3920395)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Crossing probabilities for a square root boundary by a bessel process |
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Crossing probabilities for a square root boundary by a bessel process (English)
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1981
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Bessel process
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Kolmogorov test
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repeated significance test
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stopping time
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Wiener process
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stopping time distributions
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