Partial barrier-absorption probabilities for the Wiener process

DOI10.2307/3213724MaRDI QIDQ4747345zbMATH OpenOpenAlexFDO

Authors Chull Park, F. J. Schuurmann

Publication date 1983

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213724

zbMATH Keywords

barrier- absorption probabilitiesfirst-passage time problemnumerical evaluation procedures

Mathematics Subject Classification ID

Brownian motion (60J65)

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