Brownian motion hitting probabilities for general two-sided square-root boundaries
type: Item
instance of: scholarly article
title: Brownian motion hitting probabilities for general two-sided square-root boundaries
zbMATH Open document ID: 1195.60108
author: Doncho S. Donchev
published in: Methodology and Computing in Applied Probability
publication date: 2010-05-28T00:00:00Z
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5713408
zbMATH Keywords: Brownian motion
zbMATH Keywords: hitting probabilities
zbMATH Keywords: two-sided square-root boundaries
MaRDI profile type: Publication
full work available at URL: s11009-009-9144-4
OpenAlex ID: W2075240920
cites work: A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
cites work: On the two-boundary first-crossing-time problem for diffusion processes
cites work: Q3258405
cites work: On Stopping Times for a Wiener Process
cites work: Approximations of boundary crossing probabilities for a Brownian motion
DOI: 10.1007/S11009-009-9144-4
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description: scientific article; zbMATH DE number 5713408