Some results about boundary crossing for Brownian motion

zbMath1009.60069MaRDI QIDQ1864690

Mario Abundo

Publication date: 18 March 2003

Published in: Ricerche di Matematica (Search for Journal in Brave)

zbMATH Keywords

Brownian motiondiffusion processfirst-passage-timeboundary-crossing probabilityhazard-rate approximationpiecewise-linear boundary

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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