Pages that link to "Item:Q1871214"
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The following pages link to Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214):
Displayed 20 items.
- An inverse first-passage problem for one-dimensional diffusions with random starting point (Q654458) (← links)
- On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- Distribution function of the blow up time of the solution of an anticipating random fatigue equation (Q2025250) (← links)
- Exact simulation for the first hitting time of Brownian motion and Brownian bridge (Q2105352) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries (Q2348321) (← links)
- A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend (Q2567184) (← links)
- Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary (Q2844036) (← links)
- One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← links)
- The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time (Q2986700) (← links)
- Intermediate-level crossings of a first-passage path (Q3302313) (← links)
- Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (Q3423709) (← links)
- BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN (Q4629424) (← links)
- Multiperiod conditional valuation of barrier options with incomplete information (Q4683066) (← links)
- Stochastic Boundary Crossing Probabilities for the Brownian Motion (Q5299567) (← links)
- An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend (Q5438336) (← links)
- Asymptotic of the running maximum distribution of a Gaussian Bridge (Q6087163) (← links)