An asymptotic expansion for one-sided Brownian exit densities (Q3949774)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An asymptotic expansion for one-sided Brownian exit densities |
scientific article |
Statements
An asymptotic expansion for one-sided Brownian exit densities (English)
0 references
1983
0 references
density of the first-exit time of a Brownian motion
0 references
moving boundary
0 references
asymptotic expansion
0 references