An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend (Q5438336)
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scientific article; zbMATH DE number 5229441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend |
scientific article; zbMATH DE number 5229441 |
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An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend (English)
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23 January 2008
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asymptotic results
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boundary crossing probability
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Brownian bridge with trend
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Brownian motion with trend
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large deviations
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