A note on boundary - crossing probabilities for the Brownian motion

DOI10.2307/3212623zbMath0271.60089OpenAlexW4243368183MaRDI QIDQ5179623

C. S. Smith

Publication date: 1972

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

Full work available at URL: https://doi.org/10.2307/3212623

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integral equations (60H20)

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