Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary crossing probabilities for high-dimensional Brownian motion |
scientific article |
Statements
Boundary crossing probabilities for high-dimensional Brownian motion (English)
0 references
11 August 2016
0 references
Brownian motion
0 references
boundary crossing probability
0 references
finite Markov chain imbedding
0 references
Y-type time tunnel
0 references
irregular boundary
0 references
convergence rate
0 references
