Levels of crossing probability for Brownian motion

DOI10.1515/ROSE.2008.005zbMath1199.60301OpenAlexW2001822012MaRDI QIDQ5324855

Dobromir P. Kralchev

Publication date: 8 August 2009

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2008.005

zbMATH Keywords

Brownian motionhitting time

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
• Approximations of boundary crossing probabilities for a Brownian motion
• A First Passage Problem for the Wiener Process

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