The two-barrier problem for continuously differentiable processes (Q3991649)
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scientific article; zbMATH DE number 37331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The two-barrier problem for continuously differentiable processes |
scientific article; zbMATH DE number 37331 |
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The two-barrier problem for continuously differentiable processes (English)
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28 June 1992
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rainflow cycle
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upper and lower bounds for the first-passage time
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Numerical examples
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0.8644987
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0.8631347
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0.8615011
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0.8609818
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0.8608924
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0.86012155
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0.8592975
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