The first-passage density of the Brownian motion process to a curved boundary

Journal of applied probability, 1992 - cambridge.org
An expression for the first-passage density of Brownian motion to a curved boundary is
expanded as a series of multiple integrals. Bounds are given for the error due to truncation …
被引用次数：154 相关文章

The first-passage density of the Brownian motion process to a curved boundary

J Durbin, D Williams - Journal of Applied Probability, 1992 - cambridge.org
An expression for the first-passage density of Brownian motion to a curved boundary is
expanded as a series of multiple integrals. Bounds are given for the error due to truncation …

[引用][C] The first-passage density of the Brownian motion process to a curved boundary

J DURBIN, D WILLIAMS - Journal of applied probability, 1992 - pascal-francis.inist.fr
The first-passage density of the Brownian motion process to a curved boundary CNRS Inist
Pascal-Francis CNRS Pascal and Francis Bibliographic Databases Simple search Advanced …

The First-Passage Density of the Brownian Motion Process to a Curved Boundary

J Durbin, D Williams - Journal of Applied Probability, 1992 - JSTOR
An expression for the first-passage density of Brownian motion to a curved boundary is
expanded as a series of multiple integrals. Bounds are given for the error due to truncation …