Pages that link to "Item:Q3067846"
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The following pages link to Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846):
Displaying 12 items.
- On finite Markov chain imbedding and its applications (Q352896) (← links)
- On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function (Q1657921) (← links)
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
- Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries (Q2176382) (← links)
- A note on Erdős and Kac's identity: boundary crossing probabilities of Brownian motion over constant boundaries. A finite Markov chain imbedding approach (Q2176388) (← links)
- On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
- Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586) (← links)
- BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN (Q4629424) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
- Reliability analyses of linear two-dimensional consecutive \(k\)-type systems (Q6500022) (← links)
