On the Speed of Convergence in a Boundary Problem. II

DOI10.1137/1115047zbMath0221.60047OpenAlexW4234157729MaRDI QIDQ5626021

Sergei Nagaev

Publication date: 1971

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1115047

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50)

Related Items (2)

On Markov chain approximations for computing boundary crossing probabilities of diffusion processes ⋮ Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes

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