Estimates of the Exit Probability for Two Correlated Brownian Motions (Q4915649)
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scientific article; zbMATH DE number 6153150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates of the Exit Probability for Two Correlated Brownian Motions |
scientific article; zbMATH DE number 6153150 |
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Estimates of the Exit Probability for Two Correlated Brownian Motions (English)
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11 April 2013
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boundary crossing probability
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correlated Brownian motion
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exit probability
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reflection principle
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