First exit densities of Brownian motion through one-sided moving boundaries
- 1 January 1981
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 55 (2) , 133-148
- https://doi.org/10.1007/bf00535156
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- First exit densities of Brownian motion through one-sided moving boundariesProbability Theory and Related Fields, 1981
- A Nonlinear Renewal Theory with Applications to Sequential Analysis IThe Annals of Statistics, 1977
- Repeated Significance Tests for a Normal MeanBiometrika, 1977
- A product integration method for a class of singular first kind Volterra equationsNumerische Mathematik, 1971