scientific article; zbMATH DE number 3381619

Cited in

(38)

On statistical methods in neuronal spike-train analysis
Stochastic differential equations for compounded risk reserves
Some Brownian functionals and their laws
Geometry of distribution-constrained optimal stopping problems
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 structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes
Random locations of periodic stationary processes
On the first exit time of geometric Brownian motion from stochastic exponential boundaries
On a fundamental identity for stopping times and its application to risk theory
Some conditional crossing results of Brownian motion over a piecewise-linear boundary
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
Crossing an asymptotically square-root boundary by the Brownian motion
Closed form valuation of barrier options with stochastic barriers
First hitting time of Brownian motion on simple graph with skew semiaxes
Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
On an algorithm for solving Fredholm integrals of the first kind
Comment on ``On a stopped functional for a bidimensional process by C. Makasu
On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a stable process
Old problems, classical methods, new solutions
Brownian first exit from and sojourn over one sided moving boundary and application
Crossing probabilities for a square root boundary by a bessel process
Some properties of multiple decisions following a sequential test
On the Hausdorff dimension of the Brownian slow points
On the first hitting time density for a reducible diffusion process
Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes
First passage times for some classes of fractional time-changed diffusions
Quasi-stationarity for one-dimensional renormalized Brownian motion
Optimal anytime regret with two experts
Uniqueness of first passage time distributions via Fredholm integral equations
On the Expected Stopping Time of the Universal d-Guaranteeing Procedure for Distinguishing Two Hypotheses
Two stochastic versions of the Arps decline curve
A Dynkin game with independent processes and private information
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem
Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
On the passage times of self-similar Gaussian processes on curved boundaries
Valuation of contingent claims with mortality and interest rate risks
The time until a random walk exceeds a square root and other barriers
Analytic crossing probabilities for certain barriers by Brownian motion

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