First passage time for Brownian motion and piecewise linear boundaries (Q518868): Difference between revisions
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Property / author: Liqun Wang / rank | |||
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Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / Mathematics Subject Classification ID: 60J70 / rank | |||
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Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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Property / zbMATH DE Number: 6698228 / rank | |||
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Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
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boundary crossing density | |||
Property / zbMATH Keywords: boundary crossing density / rank | |||
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first hitting time | |||
Property / zbMATH Keywords: first hitting time / rank | |||
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first passage time | |||
Property / zbMATH Keywords: first passage time / rank | |||
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curved boundary | |||
Property / zbMATH Keywords: curved boundary / rank | |||
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Monte Carlo integration | |||
Property / zbMATH Keywords: Monte Carlo integration / rank | |||
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Revision as of 04:51, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | First passage time for Brownian motion and piecewise linear boundaries |
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First passage time for Brownian motion and piecewise linear boundaries (English)
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30 March 2017
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Brownian motion
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boundary crossing density
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first hitting time
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first passage time
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curved boundary
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Monte Carlo integration
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