An asymptotic expansion for one-sided Brownian exit densities (Q3949774): Difference between revisions
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| Property / cites work: Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test / rank | |||
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| Property / cites work: The first-passage density of a continuous gaussian process to a general boundary / rank | |||
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| Property / cites work: The tangent approximation to one-sided Brownian exit densities / rank | |||
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Latest revision as of 15:12, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic expansion for one-sided Brownian exit densities |
scientific article |
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An asymptotic expansion for one-sided Brownian exit densities (English)
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1983
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density of the first-exit time of a Brownian motion
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moving boundary
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asymptotic expansion
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