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An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend - MaRDI portal

An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend (Q5438336)

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scientific article; zbMATH DE number 5229441
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English
An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend
scientific article; zbMATH DE number 5229441

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    An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend (English)
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    23 January 2008
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    asymptotic results
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    boundary crossing probability
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    Brownian bridge with trend
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    Brownian motion with trend
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    large deviations
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