A boundary crossing probability for the Bessel process (Q4221255)

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scientific article; zbMATH DE number 1234454
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A boundary crossing probability for the Bessel process
scientific article; zbMATH DE number 1234454

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    A boundary crossing probability for the Bessel process (English)
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    24 August 1999
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    O'Brien-Fleming test
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    sequential test
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    first passage time
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