Some conditional crossing results of Brownian motion over a piecewise-linear boundary

DOI10.1016/S0167-7152(02)00108-6zbMath1014.60078MaRDI QIDQ1871214

Mario Abundo

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

first-passage-time; boundary-crossing probability; piecewise-linear boundary

Mathematics Subject Classification ID

60J65: Brownian motion

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