Crossing probabilities for a square root boundary by a bessel process (Q3920395): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610928108828182 / rank
 
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Latest revision as of 12:36, 13 June 2024

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Crossing probabilities for a square root boundary by a bessel process
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    Crossing probabilities for a square root boundary by a bessel process (English)
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    1981
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    Bessel process
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    Kolmogorov test
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    repeated significance test
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    stopping time
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    Wiener process
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    stopping time distributions
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