Evaluation of the first-passage time probability to a square root boundary for the Wiener process
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Publication:4195726
DOI10.2307/3213358zbMath0408.60077OpenAlexW2084997691MaRDI QIDQ4195726
Publication date: 1977
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213358
Wiener ProcessOrnstein-Uhlenbeck ProcessAsymptotic EvaluationEstimate the Moments of the First- Passage Time
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