Some boundary-crossing results for linear diffusion processes. (Q1423243)
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scientific article; zbMATH DE number 2041691
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| English | Some boundary-crossing results for linear diffusion processes. |
scientific article; zbMATH DE number 2041691 |
Statements
Some boundary-crossing results for linear diffusion processes. (English)
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14 February 2004
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First passage time
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Stochastic integral
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Time change
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Ornstein-Uhlenbeck process
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Brownian bridge
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Last exit time
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0.8366363644599915
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0.8176434636116028
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0.8152252435684204
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0.8143682479858398
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0.8131697773933411
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