First passage time process of a standard brownian motion

DOI10.1080/03461238.1975.10405084MaRDI QIDQ4072605zbMATH OpenOpenAlexFDO

Authors

Publication date 1975

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1975.10405084

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites work

• A New Representation for Stochastic Integrals and Equations
• scientific article; zbMATH DE number 3304519 (Why is no real title available?)
• Stochastic Integrals and Stochastic Functional Equations

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