Approximations of boundary crossing probabilities for a Brownian motion (Q4954235): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Q222035 / rank | |||
| Property / author | |||
| Property / author: Alexander Novikov / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Mathematica / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1239/jap/1032374752 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2036493905 / rank | |||
Normal rank | |||
Latest revision as of 20:28, 19 March 2024
scientific article; zbMATH DE number 1449137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations of boundary crossing probabilities for a Brownian motion |
scientific article; zbMATH DE number 1449137 |
Statements
Approximations of boundary crossing probabilities for a Brownian motion (English)
0 references
15 January 2002
0 references
first passage times
0 references
Wiener process
0 references
Girsanov transformation
0 references
piecewise linear approximations
0 references
numerical integration.
0 references
Brownian motion
0 references
