Brownian approximations to first passage probabilities (Q3945332)
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scientific article; zbMATH DE number 3762995
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Brownian approximations to first passage probabilities |
scientific article; zbMATH DE number 3762995 |
Statements
Brownian approximations to first passage probabilities (English)
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1982
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first passage probabilities
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Edgeworth expansions
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Brownian approximations
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stopping time
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rate of convergence to normality
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