The first crossing-time density for Brownian motion with perturbed linear boundary (Q1586565)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The first crossing-time density for Brownian motion with perturbed linear boundary |
scientific article |
Statements
The first crossing-time density for Brownian motion with perturbed linear boundary (English)
0 references
9 August 2001
0 references
Brownian motion
0 references
first crossing-time density
0 references
perturbed linear boundary
0 references