Pages that link to "Item:Q3893075"
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The following pages link to First exit densities of Brownian motion through one-sided moving boundaries (Q3893075):
Displayed 16 items.
- The first passage time problem over a moving boundary for asymptotically stable Lévy processes (Q325889) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function (Q905232) (← links)
- 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 (Q1657921) (← links)
- The first exit time stochastic theory applied to estimate the life-time of a complicated system (Q2218867) (← links)
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (Q2493175) (← links)
- LERCHE'S SEQUENTIAL TEST FOR THE DRIFT OF A BROWNIAN MOTION WITH A SMOOTH PRIOR (Q2758217) (← links)
- Indifference-Zone-Free Selection of the Best (Q2957472) (← links)
- Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data (Q3562420) (← links)
- Approximately Optimal Continuous Stopping Boundaries in a One-Sided Standard Sequential Test (Q3652763) (← links)
- First exit densities of Brownian motion through one-sided moving boundaries (Q3893075) (← links)
- Asymptotic densities of stopping times associated with tests of power one (Q3938316) (← links)
- Combinatorial devices for sequential analysis (Q3957747) (← links)
- The tangent approximation to one-sided Brownian exit densities (Q3965366) (← links)
- Remarks on “boundary crossing result for brownian motion” (Q4320326) (← links)
- Tools to Estimate the First Passage Time to a Convex Barrier (Q5312841) (← links)
