scientific article; zbMATH DE number 3381619

Cited in

(32)

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

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