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Brownian approximations to first passage probabilities - MaRDI portal

Brownian approximations to first passage probabilities (Q3945332)

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Brownian approximations to first passage probabilities
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    Brownian approximations to first passage probabilities (English)
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    1982
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    first passage probabilities
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    Edgeworth expansions
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    Brownian approximations
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    stopping time
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    rate of convergence to normality
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