Linear bundary crossing probability for standard Brownian motion (Q3371116)
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scientific article; zbMATH DE number 5008157
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Linear bundary crossing probability for standard Brownian motion |
scientific article; zbMATH DE number 5008157 |
Statements
21 February 2006
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first hitting time
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two-sided piecewise linear boundary
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first passage time
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0.8924922943115234
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0.8751248121261597
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0.8735717535018921
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0.861185610294342
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0.8472144603729248
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