First exit densities of Brownian motion through one-sided moving boundaries
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Publication:3893075
DOI10.1007/BF00535156zbMath0447.60061MaRDI QIDQ3893075
Hans Rudolf Lerche, Christel Jennen
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
moving boundaries; approximations for the power functions of sequential tests; uniform approximations for the first exit densities
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