On evaluations and asymptotic approximations of first-passage-time probabilities (Q4877469): Difference between revisions

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Latest revision as of 23:44, 19 March 2024

scientific article; zbMATH DE number 877773
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English
On evaluations and asymptotic approximations of first-passage-time probabilities
scientific article; zbMATH DE number 877773

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    On evaluations and asymptotic approximations of first-passage-time probabilities (English)
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    12 May 1996
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    first-passage-time
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    series expansion of multiple integrals
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    Wiener process
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    Feller process
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