Pages that link to "Item:Q3949774"
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The following pages link to An asymptotic expansion for one-sided Brownian exit densities (Q3949774):
Displayed 12 items.
- First passage time for Brownian motion and piecewise linear boundaries (Q518868) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
- A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- LERCHE'S SEQUENTIAL TEST FOR THE DRIFT OF A BROWNIAN MOTION WITH A SMOOTH PRIOR (Q2758217) (← 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)
- Asymptotic densities of stopping times associated with tests of power one (Q3938316) (← links)
- Asymptotic behaviour of ornstein‐uhlenbeck first‐passage‐time density through periodic boundaries (Q4299570) (← links)