Crossing probabilities for a square root boundary by a bessel process (Q3920395)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Crossing probabilities for a square root boundary by a bessel process |
scientific article |
Statements
Crossing probabilities for a square root boundary by a bessel process (English)
0 references
1981
0 references
Bessel process
0 references
Kolmogorov test
0 references
repeated significance test
0 references
stopping time
0 references
Wiener process
0 references
stopping time distributions
0 references
0 references
