An asymptotic expansion for one-sided Brownian exit densities
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Publication:3949774
DOI10.1007/BF00534172zbMath0488.60086MaRDI QIDQ3949774
Publication date: 1983
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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Cites Work
- The first-passage density of a continuous gaussian process to a general boundary
- The tangent approximation to one-sided Brownian exit densities
- Evaluations of barrier-crossing probabilities of Wiener paths
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
- Unnamed Item
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