Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Crossing probabilities for diffusion processes with piecewise continuous boundaries |
scientific article |
Statements
Crossing probabilities for diffusion processes with piecewise continuous boundaries (English)
0 references
17 August 2007
0 references
Boundary crossing probabilities
0 references
Brownian motion
0 references
Diffusion process
0 references
First hitting time
0 references
First passage time
0 references
Wiener process
0 references
