First-passage time of a stochastic integral process through a linear boundary (Q2906320)
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scientific article; zbMATH DE number 6077358
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| default for all languages | No label defined |
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| English | First-passage time of a stochastic integral process through a linear boundary |
scientific article; zbMATH DE number 6077358 |
Statements
5 September 2012
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first-passage time
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stochastic integral
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Brownian motion
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time-change
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0.93571967
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0.9182584
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0.9147104
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0.9147102
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0.91041356
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0.9061642
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First-passage time of a stochastic integral process through a linear boundary (English)
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