An asymptotic expansion for one-sided Brownian exit densities (Q3949774)

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An asymptotic expansion for one-sided Brownian exit densities
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    title
    An asymptotic expansion for one-sided Brownian exit densities (English)
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    DOI
    10.1007/BF00534172
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    author
    Brooks Ferebee
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    publication date
    1983
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    zbMATH DE Number
    3768738
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    zbMATH Keywords
    density of the first-exit time of a Brownian motion
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    moving boundary
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    asymptotic expansion
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