A boundary-crossing result for Brownian motion
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Publication:4018337
DOI10.2307/3214581zbMATH Open0806.60065OpenAlexW2328110699MaRDI QIDQ4018337FDOQ4018337
Authors: Thomas H. Scheike 
Publication date: 16 January 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214581
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Cited In (40)
- Derivation and experimental comparison of cell-division probability densities
- On Brownian paths connecting boundary points
- Linear bundary crossing probability for standard Brownian motion
- High points of branching Brownian motion and McKean's Martingale in the Bovier-Hartung extremal process
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary
- Stochastic boundary crossing probabilities for the Brownian motion
- Numerical bounds for critical exponents of crossing Brownian motion
- Another visit to two halflines
- The subleading order of two dimensional cover times
- Boundary non-crossings of Brownian pillow
- Boundary crossing probabilities for the cumulative sample mean
- Boundary crossing probability for Brownian motion and general boundaries
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
- Distribution function of the blow up time of the solution of an anticipating random fatigue equation
- Crossing an asymptotically square-root boundary by the Brownian motion
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
- The de Vylder-Goovaerts conjecture holds within the diffusion limit
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
- Remarks on “boundary crossing result for brownian motion”
- On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function
- A note on Erdős and Kac's identity: boundary crossing probabilities of Brownian motion over constant boundaries. A finite Markov chain imbedding approach
- Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries
- First hitting time of Brownian motion on simple graph with skew semiaxes
- Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity
- Boundary crossing result for the brownian motion
- Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions
- Critical branching Brownian motion with absorption: survival probability
- On the power of nonparametric changepoint-tests
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries
- Coupling for drifted Brownian motion on an interval with redistribution from the boundary
- Levels of crossing probability for Brownian motion
- Brownian crossings via regeneration times
- Genealogy of extremal particles of branching Brownian motion
- Title not available (Why is that?)
- Double boundary crossing result for the brownian motion
- Sensitivity of boundary crossing probabilities of the Brownian motion
- A boundary property of semimartingale reflecting Brownian motions
- Boundary crossing probabilities for high-dimensional Brownian motion
- The extremal process of branching Brownian motion
- Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes
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