On first exit times and their means for Brownian bridges (Q5235049): Difference between revisions
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Revision as of 21:10, 21 February 2024
scientific article; zbMATH DE number 7114082
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On first exit times and their means for Brownian bridges |
scientific article; zbMATH DE number 7114082 |
Statements
On first exit times and their means for Brownian bridges (English)
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7 October 2019
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Bessel process
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Black-Scholes model
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Brownian motion
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diffusion process
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\(h\)-transform
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last exit time
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Poisson summation formula
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