Boundary Crossing Probabilities for the Wiener Process and Sample Sums

• 1 October 1970
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 41  (5) , 1410-1429
• https://doi.org/10.1214/aoms/1177696787

Abstract

Keywords

• WIENER PROCESS
• SAMPLE SUMS
• BOUNDARY CROSSING PROBABILITIES