Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes

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Publication:3067846

DOI10.1239/jap/1294170519zbMath1208.60080OpenAlexW2083803074MaRDI QIDQ3067846

Tung-Lung Wu, James C. Fu

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1239/jap/1294170519




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