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

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