Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers
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Publication:4792953
DOI10.1515/mcma.2002.8.3.221zbMath1025.65013OpenAlexW1973805336MaRDI QIDQ4792953
Barbara Pacchiarotti, Lucia Caramellino
Publication date: 20 March 2003
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2108/45350
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