Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes |
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Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (English)
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13 January 2011
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boundary crossing probability
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first passage time
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Brownian motion
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diffusion process
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finite Markov chain imbedding
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discretization
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random walk
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