Computations of boundary crossing probabilities for the wiener process (Q3759651)
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scientific article; zbMATH DE number 4009487
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| default for all languages | No label defined |
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| English | Computations of boundary crossing probabilities for the wiener process |
scientific article; zbMATH DE number 4009487 |
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Computations of boundary crossing probabilities for the wiener process (English)
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1987
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Wiener process
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first passage time distributions
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Volterra integral equations
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numerical solutions
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0.90097535
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0.9006041
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0.8993014
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