Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary
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Publication:6514701
arXiv2312.00287MaRDI QIDQ6514701FDOQ6514701
Authors: Yoann Potiron 
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integrals (60H05)
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