First passage time for Brownian motion and piecewise linear boundaries (Q518868)
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scientific article; zbMATH DE number 6698228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage time for Brownian motion and piecewise linear boundaries |
scientific article; zbMATH DE number 6698228 |
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First passage time for Brownian motion and piecewise linear boundaries (English)
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30 March 2017
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Brownian motion
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boundary crossing density
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first hitting time
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first passage time
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curved boundary
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Monte Carlo integration
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