Evaluation of the first-passage time probability to a square root boundary for the Wiener process (Q4195726)
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scientific article; zbMATH DE number 3635253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of the first-passage time probability to a square root boundary for the Wiener process |
scientific article; zbMATH DE number 3635253 |
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Evaluation of the first-passage time probability to a square root boundary for the Wiener process (English)
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1977
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Wiener Process
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Asymptotic Evaluation
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Estimate the Moments of the First- Passage Time
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Ornstein-Uhlenbeck Process
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