Asymptotic Expansion for the Distribution of Nonlinear Boundary Crossing Time (Q4030704)
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scientific article; zbMATH DE number 147783
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| English | Asymptotic Expansion for the Distribution of Nonlinear Boundary Crossing Time |
scientific article; zbMATH DE number 147783 |
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Asymptotic Expansion for the Distribution of Nonlinear Boundary Crossing Time (English)
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1 April 1993
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nonlinear boundary crossing problem
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first exit time
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integral limit theorem
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asymptotic expansion
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0.8799145817756653
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0.8739269971847534
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0.8214263319969177
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