Pages that link to "Item:Q5312842"

The following pages link to Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842):

Displaying 22 items.

• Recovering a distribution from its translated fractional moments (Q312121) (← links)
• Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity (Q335096) (← links)
• First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
• Boundary noncrossings of additive Wiener fields (Q406615) (← links)
• Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
• Boundary non-crossings of Brownian pillow (Q966499) (← links)
• Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
• Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities (Q1703835) (← links)
• Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations (Q2001260) (← links)
• Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007) (← 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)
• Sensitivity of boundary crossing probabilities of the Brownian motion (Q2417979) (← links)
• Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
• On the empirical estimator of the boundary in inverse first-exit problems (Q2667001) (← links)
• Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
• Flexing the default barrier (Q2866385) (← links)
• Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846) (← links)
• The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
• A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
• A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)