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Approximate exit probabilities for a Brownian bridge on a short time interval, and applications - MaRDI portal

Approximate exit probabilities for a Brownian bridge on a short time interval, and applications (Q4730572)

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scientific article; zbMATH DE number 4115677
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Approximate exit probabilities for a Brownian bridge on a short time interval, and applications
scientific article; zbMATH DE number 4115677

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    Approximate exit probabilities for a Brownian bridge on a short time interval, and applications (English)
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    1989
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    Kac's program
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    trace of the heat kernel
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