A First Passage Problem for the Wiener Process

• 1 December 1967
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 38  (6) , 1912-1914
• https://doi.org/10.1214/aoms/1177698626

Abstract

Keywords

• PROBLEM FOR THE WIENER PROCESS
• PASSAGE PROBLEM FOR THE WIENER