Asymptotic approximations for Brownian motion boundary hitting times
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Publication:1180579
DOI10.1214/aop/1176990230zbMath0739.60074OpenAlexW2018878110MaRDI QIDQ1180579
Publication date: 27 June 1992
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990230
approximate square-root boundarieshitting times for diffusion processesproperties of special functionsupper and lower case boundaries
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