Some conditional crossing results of Brownian motion over a piecewise-linear boundary

M Abundo - Statistics & probability letters, 2002 - Elsevier
Explicit formulae are found for the probability that the Brownian motion, Bt, up-crosses, in [0,
T], a piecewise-linear function S (t), with the condition that the value of Bt is assigned at a …
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Some conditional crossing results of Brownian motion over a piecewise-linear boundary

M Abundo - STATISTICS & PROBABILITY LETTERS, 2002 - art.torvergata.it
Explicit formulae are found for the probability that the Brownian motion, Bt, up-crosses, in [0,
T], a piecewise-linear function S (t), with the condition that the value of B, is assigned at a …

Some conditional crossing results of Brownian motion over a piecewise-linear boundary

M Abundo - Statistics and Probability Letters, 2002 - infona.pl
Explicit formulae are found for the probability that the Brownian motion, B t, up-crosses, in [0,
T], a piecewise-linear function S (t), with the condition that the value of B t is assigned at a …

Some conditional crossing results of Brownian motion over a piecewise-linear boundary

M Abundo - Statistics & Probability Letters, 2002 - ideas.repec.org
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Some conditional crossing results of Brownian motion over a piecewise-linear boundary

M Abundo - Statistics & Probability Letters, 2002 - econpapers.repec.org
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[引用][C] Some conditional crossing results of Brownian motion over a piecewise-linear boundary

M ABUNDO - Statistics & probability letters, 2002 - pascal-francis.inist.fr
Some conditional crossing results of Brownian motion over a piecewise-linear boundary
CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic Databases Simple …

Some conditional crossing results of Brownian motion over a piecewise-linear boundary

M Abundo - Statistics and Probability Letters, 2002 - infona.pl
Explicit formulae are found for the probability that the Brownian motion, B t, up-crosses, in [0,
T], a piecewise-linear function S (t), with the condition that the value of B t is assigned at a …

[引用][C] Some conditional crossing results of Brownian motion over a piecewise-linear boundary

M ABUNDO - Statistics & probability letters, 2002 - Elsevier