Brownian approximations to first passage probabilities
- 1 January 1982
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 59 (2) , 239-248
- https://doi.org/10.1007/bf00531747
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Corrected diffusion approximations in certain random walk problemsAdvances in Applied Probability, 1979
- Principles of Random WalkPublished by Springer Nature ,1976
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- Some Limit Theorems for Large DeviationsTheory of Probability and Its Applications, 1965
- A Modification of the Sequential Probability Ratio Test to Reduce the Sample SizeThe Annals of Mathematical Statistics, 1960