Some results about boundary crossing for Brownian motion
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Publication:1864690
zbMath1009.60069MaRDI QIDQ1864690
Publication date: 18 March 2003
Published in: Ricerche di Matematica (Search for Journal in Brave)
Brownian motion; diffusion process; first-passage-time; boundary-crossing probability; hazard-rate approximation; piecewise-linear boundary
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