Pages that link to "Item:Q4339247"

The following pages link to Boundary crossing probability for Brownian motion and general boundaries (Q4339247):

Displaying 40 items.

• Boundary crossing probabilities for \((q,d)\)-Slepian-processes (Q312111) (← links)
• Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity (Q335096) (← links)
• Linear programming and the inverse method of images (Q378743) (← links)
• Boundary noncrossings of additive Wiener fields (Q406615) (← links)
• A simple model for market booms and crashes (Q468121) (← links)
• Hitting time in Erlang loss systems with moving boundaries (Q475138) (← links)
• Market frictions and corporate finance: an overview paper (Q475313) (← links)
• Boundary non-crossing probabilities for Slepian process (Q504449) (← links)
• First passage time for Brownian motion and piecewise linear boundaries (Q518868) (← links)
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
• On the inverse first-passage-time problem for a Wiener process (Q835061) (← links)
• Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function (Q905232) (← links)
• Boundary non-crossings of Brownian pillow (Q966499) (← links)
• First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
• On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
• Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
• Alternative boundaries for CUSUM tests (Q1880300) (← links)
• Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (Q1880999) (← links)
• Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations (Q2001260) (← links)
• First hitting time of Brownian motion on simple graph with skew semiaxes (Q2157409) (← links)
• Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
• First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
• Sensitivity of boundary crossing probabilities of the Brownian motion (Q2417979) (← links)
• Joint distribution of first exit times of a two dimensional Wiener process with jumps with application to a pair of coupled neurons (Q2435998) (← links)
• Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
• A new approach for pricing discounted American options (Q2656825) (← links)
• The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)
• On the empirical estimator of the boundary in inverse first-exit problems (Q2667001) (← links)
• Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017) (← links)
• Flexing the default barrier (Q2866385) (← links)
• Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846) (← links)
• Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions (Q3155337) (← links)
• A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
• A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
• The first rendezvous time of Brownian motion and compound Poisson-type processes (Q4660530) (← links)
• Estimates of the Exit Probability for Two Correlated Brownian Motions (Q4915649) (← links)
• Stochastic Boundary Crossing Probabilities for the Brownian Motion (Q5299567) (← links)
• Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)
• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)