Pages that link to "Item:Q1083162"

The following pages link to Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis (Q1083162):

Displaying 50 items.

• On the method of images and the asymptotic behavior of first-passage times (Q333085) (← links)
• Linear programming and the inverse method of images (Q378743) (← links)
• Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
• First passage time for Brownian motion and piecewise linear boundaries (Q518868) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
• Bayes optimal sequential trial designs (Q872065) (← links)
• Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function (Q905232) (← links)
• Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
• Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
• Randomization in the first hitting time problem (Q1038440) (← links)
• Delayed-exponential approximation of a linear homogeneous diffusion model of neuron (Q1108219) (← links)
• The first exit time of a Brownian motion from an unbounded convex domain (Q1394540) (← links)
• A martingale approach for detecting the drift of a Wiener process (Q1593617) (← links)
• Ruin problems with assets and liabilities of diffusion type (Q1593636) (← links)
• Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
• Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
• On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
• Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
• Large deviations related to the law of the iterated logarithm for Itô diffusions (Q2183114) (← links)
• Exit problem for Ornstein-Uhlenbeck processes: a random walk approach (Q2188138) (← links)
• Approximation of exit times for one-dimensional linear diffusion processes (Q2210603) (← links)
• The first exit time stochastic theory applied to estimate the life-time of a complicated system (Q2218867) (← links)
• The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain (Q2229032) (← links)
• Killed Brownian motion with a prescribed lifetime distribution and models of default (Q2443183) (← links)
• Exact simulation of diffusions (Q2496495) (← links)
• Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
• On the empirical estimator of the boundary in inverse first-exit problems (Q2667001) (← links)
• LERCHE'S SEQUENTIAL TEST FOR THE DRIFT OF A BROWNIAN MOTION WITH A SMOOTH PRIOR (Q2758217) (← links)
• Exit probability levels of diffusion processes (Q2964052) (← links)
• An approximation for the inverse first passage time problem (Q2996579) (← links)
• On Durbin's Series for the Density of First Passage Times (Q3094687) (← links)
• Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions (Q3155337) (← links)
• <i>U</i>-Statistics in Sequential Tests and Change Detection (Q3155689) (← links)
• Boundary crossing identities for Brownian motion and some nonlinear ode’s (Q3190385) (← links)
• Intermediate-level crossings of a first-passage path (Q3302313) (← links)
• Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
• The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
• Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data (Q3562420) (← links)
• Remarks on “boundary crossing result for brownian motion” (Q4320326) (← links)
• Sequential Change-Point Detection and Estimation (Q4428256) (← links)
• BAYES DISCRETE SEQUENTIAL BOUNDARIES FOR CLINICAL TRIALS (Q4540664) (← links)
• (Q4558161) (← links)
• Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications (Q4567932) (← links)
• Transience and Recurrence of Markov Processes with Constrained Local Time (Q5140271) (← links)
• Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
• Exact Monte Carlo simulation of killed diffusions (Q5387088) (← links)
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)
• Uniqueness of first passage time distributions via Fredholm integral equations (Q6062904) (← links)
• Strong approximation of some particular one-dimensional diffusions (Q6120379) (← links)
• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)