An asymptotic expansion for one-sided Brownian exit densities (Q3949774): Difference between revisions

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+Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
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+The first-passage density of a continuous gaussian process to a general boundary
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+The tangent approximation to one-sided Brownian exit densities
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+Q5339472
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+Evaluations of barrier-crossing probabilities of Wiener paths
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+Publication:3949774