First passage time for Brownian motion and piecewise linear boundaries (Q518868): Difference between revisions

@@ Property / DOI @@
-.1007/s11009-015-9475-2
@@ Property / DOI: 10.1007/s11009-015-9475-2 / rank @@
-Normal rank
@@ Property / author @@
-Liqun Wang
@@ Property / author: Liqun Wang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-015-9475-2
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@@ Property / OpenAlex ID @@
+W2193187935
@@ Property / OpenAlex ID: W2193187935 / rank @@
+Normal rank
@@ Property / cites work @@
+A new integral equation for the evaluation of first-passage-time probability densities
+Normal rank
@@ Property / cites work @@
+Sequential tests constructed from images
@@ Property / cites work: Sequential tests constructed from images / rank @@
+Normal rank
@@ Property / cites work @@
+Approximating the first crossing-time density for a curved boundary
+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 @@
+The tangent approximation to one-sided Brownian exit densities
+Normal rank
@@ Property / cites work @@
+An asymptotic expansion for one-sided Brownian exit densities
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothness of first passage time distributions and a new integral equation for the first passage time density of continuous Markov processes
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@@ Property / cites work @@
+Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
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@@ Property / cites work @@
+First passage time statistics of Brownian motion with purely time dependent drift and diffusion
+Normal rank
@@ Property / cites work @@
+On an integral equation for first-passage-time probability densities
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@@ Property / cites work @@
+Boundary crossing probabilities and statistical applications
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@@ Property / cites work @@
+Q5600531
@@ Property / cites work: Q5600531 / rank @@
+Normal rank
@@ Property / cites work @@
+A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries
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@@ Property / cites work @@
+Boundary crossing probability for Brownian motion and general boundaries
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@@ Property / cites work @@
+Crossing probabilities for diffusion processes with piecewise continuous boundaries
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@@ Property / DOI @@
+.1007/S11009-015-9475-2
@@ Property / DOI: 10.1007/S11009-015-9475-2 / rank @@
+Normal rank