A note on boundary - crossing probabilities for the Brownian motion
- 1 December 1972
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 9 (4) , 857-861
- https://doi.org/10.2307/3212623
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Product Integration for the Generalized Abel EquationMathematics of Computation, 1972
- A product integration method for a class of singular first kind Volterra equationsNumerische Mathematik, 1971
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov testJournal of Applied Probability, 1971
- The minimum of a stationary Markov process superimposed on a U-shaped trendJournal of Applied Probability, 1969