First passage density of Brownian motion with two-sided piecewise linear boundaries (Q6580090)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7888065
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | First passage density of Brownian motion with two-sided piecewise linear boundaries |
scientific article; zbMATH DE number 7888065 |
Statements
First passage density of Brownian motion with two-sided piecewise linear boundaries (English)
0 references
29 July 2024
0 references
boundary non-crossing probability
0 references
first density passage density
0 references
two-sided piecewise continuous boundaries
0 references
Brownian motion
0 references
0 references
0 references
0 references
0 references
0.8665600419044495
0 references
0.7805551886558533
0 references
0.7701947689056396
0 references
0.7673767805099487
0 references
