The first-passage density of the Brownian motion process to a curved boundary (Q4018323)
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scientific article; zbMATH DE number 90084
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| English | The first-passage density of the Brownian motion process to a curved boundary |
scientific article; zbMATH DE number 90084 |
Statements
The first-passage density of the Brownian motion process to a curved boundary (English)
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16 January 1993
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continuous Gauss-Markov process
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boundary-crossing
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first-passage density
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Brownian bridge
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numerical example
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0.90392566
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0.87192243
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0.8573005
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0.84522104
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0.8429394
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