First hitting time distributions for Brownian motion and regions with piecewise linear boundaries

DOI10.1007/s11009-018-9638-zzbMath1411.60119OpenAlexW2799413410MaRDI QIDQ1739356

Lirong Cui, Qinglai Dong

Publication date: 26 April 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9638-z

zbMATH Keywords

distributionBrownian motionfirst hitting timeregion

Mathematics Subject Classification ID

Related Items (2)

Reliability evaluation based on a dependent two-stage failure process with competing failures ⋮ Exact simulation for the first hitting time of Brownian motion and Brownian bridge

Cites Work

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