On evaluations and asymptotic approximations of first-passage-time probabilities
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Publication:4877469
DOI10.2307/1427921zbMath0869.60034OpenAlexW4255683275MaRDI QIDQ4877469
Francesca Tomassetti, Laura Sacerdote
Publication date: 12 May 1996
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427921
Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Approximations to statistical distributions (nonasymptotic) (62E17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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