A note on Durbin's formula for the first-passage density
- 31 October 1987
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 5 (6) , 425-428
- https://doi.org/10.1016/0167-7152(87)90094-0
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- The first-passage density of a continuous gaussian process to a general boundaryJournal of Applied Probability, 1985