First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356): Difference between revisions

@@ Property / cites work @@
+Some conditional crossing results of Brownian motion over a piecewise-linear boundary
+Normal rank
@@ Property / cites work @@
+Stochastic Boundary Crossing Probabilities for the Brownian Motion
+Normal rank
@@ Property / cites work @@
+Q4131341
@@ Property / cites work: Q4131341 / rank @@
+Normal rank
@@ Property / cites work @@
+The minimum of a stationary Markov process superimposed on a U-shaped trend
+Normal rank
@@ Property / cites work @@
+Approximating the first crossing-time density for a curved boundary
+Normal rank
@@ Property / cites work @@
+Brownian motion hitting probabilities for general two-sided square-root boundaries
+Normal rank
@@ Property / cites work @@
+Heuristic Approach to the Kolmogorov-Smirnov Theorems
+Normal rank
@@ Property / cites work @@
+Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
+Normal rank
@@ Property / cites work @@
+The first-passage density of the Brownian motion process to a curved boundary
+Normal rank
@@ Property / cites work @@
+An asymptotic expansion for one-sided Brownian exit densities
+Normal rank
@@ Property / cites work @@
+Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes
+Normal rank
@@ Property / cites work @@
+An improved technique for the simulation of first passage times for diffusion processes
+Normal rank
@@ Property / cites work @@
+A Monte Carlo method for the simulation of first passage times of diffusion processes
+Normal rank
@@ Property / cites work @@
+The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach
+Normal rank
@@ Property / cites work @@
+First passage time for Brownian motion and piecewise linear boundaries
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+First passage time statistics of Brownian motion with purely time dependent drift and diffusion
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations of boundary crossing probabilities for a Brownian motion
+Normal rank
@@ Property / cites work @@
+On the Brownian first-passage time over a one-sided stochastic boundary
+Normal rank
@@ Property / cites work @@
+Boundary crossing probability for Brownian motion
@@ Property / cites work: Boundary crossing probability for Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4720653
@@ Property / cites work: Q4720653 / rank @@
+Normal rank
@@ Property / cites work @@
+Boundary crossing probabilities and statistical applications
+Normal rank
@@ Property / cites work @@
+Asymptotics of first-passage time over a one-sided stochastic boundary
+Normal rank
@@ Property / cites work @@
+Boundary crossing probability for Brownian motion and general boundaries
+Normal rank
@@ Property / cites work @@
+Crossing probabilities for diffusion processes with piecewise continuous boundaries
+Normal rank