Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479): Difference between revisions

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-Klaus Pötzelberger
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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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+Approximations of boundary crossing probabilities for a Brownian motion
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+Boundary crossing probability for Brownian motion
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+Boundary crossing probabilities and statistical applications
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+Alternative boundaries for CUSUM tests
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+Publication:2642479