First passage time for Brownian motion and piecewise linear boundaries (Q518868)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: First passage time for Brownian motion and piecewise linear boundaries |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage time for Brownian motion and piecewise linear boundaries |
scientific article |
Statements
First passage time for Brownian motion and piecewise linear boundaries (English)
0 references
30 March 2017
0 references
Brownian motion
0 references
boundary crossing density
0 references
first hitting time
0 references
first passage time
0 references
curved boundary
0 references
Monte Carlo integration
0 references
