Probability Bounds for First Exits Through Moving Boundaries

• 1 February 1978
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 6  (1) , 106-117
• https://doi.org/10.1214/aop/1176995614

Abstract

Keywords

• INDEPENDENT AND IDENTICALLY DISTRIBUTED
• BROWNIAN MOTION
• RANDOM WALKS
• LOWER BOUND
• RANDOM VARIABLE
• RANDOM WALK
• PARTIAL SUMS