Asymptotic approximations for Brownian motion boundary hitting times (Q1180579)

From MaRDI portal
Revision as of 23:34, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Asymptotic approximations for Brownian motion boundary hitting times
scientific article

    Statements

    Asymptotic approximations for Brownian motion boundary hitting times (English)
    0 references
    27 June 1992
    0 references
    approximate square-root boundaries
    0 references
    upper and lower case boundaries
    0 references
    hitting times for diffusion processes
    0 references
    properties of special functions
    0 references
    0 references

    Identifiers