An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (Q2389329)
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scientific article; zbMATH DE number 5579067
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| English | An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps |
scientific article; zbMATH DE number 5579067 |
Statements
An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (English)
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15 July 2009
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0.8153691291809082
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0.7874137163162231
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0.7701534628868103
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0.7645626664161682
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