On evaluations and asymptotic approximations of first-passage-time probabilities (Q4877469)
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scientific article; zbMATH DE number 877773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On evaluations and asymptotic approximations of first-passage-time probabilities |
scientific article; zbMATH DE number 877773 |
Statements
On evaluations and asymptotic approximations of first-passage-time probabilities (English)
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12 May 1996
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first-passage-time
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series expansion of multiple integrals
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Wiener process
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Feller process
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