First-passage time of a stochastic integral process through a linear boundary (Q2906320)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6077358
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | First-passage time of a stochastic integral process through a linear boundary |
scientific article; zbMATH DE number 6077358 |
Statements
5 September 2012
0 references
first-passage time
0 references
stochastic integral
0 references
Brownian motion
0 references
time-change
0 references
0.93571967
0 references
0 references
0.9182584
0 references
0.9147104
0 references
0.9147102
0 references
0.91041356
0 references
0.9061642
0 references
First-passage time of a stochastic integral process through a linear boundary (English)
0 references
