Brownian motion hitting probabilities for general two-sided square-root boundaries (Q973029)
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scientific article; zbMATH DE number 5713408
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| English | Brownian motion hitting probabilities for general two-sided square-root boundaries |
scientific article; zbMATH DE number 5713408 |
Statements
Brownian motion hitting probabilities for general two-sided square-root boundaries (English)
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28 May 2010
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Brownian motion
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hitting probabilities
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two-sided square-root boundaries
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0.9131952
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0.90598524
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0.9059288
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0.9054372
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0.9024986
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