Asymptotic approximations for Brownian motion boundary hitting times (Q1180579): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q216423 |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Gareth O. Roberts / 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/10.1214/aop/1176990230 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2018878110 / rank | |||
Normal rank |
Revision as of 20:31, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic approximations for Brownian motion boundary hitting times |
scientific article |
Statements
Asymptotic approximations for Brownian motion boundary hitting times (English)
0 references
27 June 1992
0 references
approximate square-root boundaries
0 references
upper and lower case boundaries
0 references
hitting times for diffusion processes
0 references
properties of special functions
0 references