Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586)
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scientific article; zbMATH DE number 6614128
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| English | Boundary crossing probabilities for high-dimensional Brownian motion |
scientific article; zbMATH DE number 6614128 |
Statements
Boundary crossing probabilities for high-dimensional Brownian motion (English)
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11 August 2016
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Brownian motion
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boundary crossing probability
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finite Markov chain imbedding
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Y-type time tunnel
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irregular boundary
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convergence rate
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0.95000356
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0.94756985
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0.94089794
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0.9371232
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0.93413717
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0.92747104
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