On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem (Q2945783)
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scientific article; zbMATH DE number 6482076
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| English | On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem |
scientific article; zbMATH DE number 6482076 |
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On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem (English)
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14 September 2015
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random walk
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two-sided boundary crossing problem
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moment generating function
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0.90110564
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0.8961801
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0.8935646
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0.8901036
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0.88575214
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0.8852103
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0.8791412
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