Computations of boundary crossing probabilities for the wiener process (Q3759651)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computations of boundary crossing probabilities for the wiener process |
scientific article |
Statements
Computations of boundary crossing probabilities for the wiener process (English)
0 references
1987
0 references
Wiener process
0 references
first passage time distributions
0 references
Volterra integral equations
0 references
numerical solutions
0 references
0 references
