LINEAR AND NONLINEAR BOUNDARY CROSSING PROBABILITIES FOR BROWNIAN MOTION AND RELATED PROCESSES.

Subjects

Subjects :

RANDOM walks
BOUNDARY value problems
PROBABILITY theory
DISTRIBUTION (Probability theory)
WIENER processes
STOCHASTIC processes
NUMERICAL analysis

Details

Language :

English

ISSN :

00219002

Volume :

47

Issue :

4

Database :

Complementary Index

Journal :

Journal of Applied Probability

Publication Type :

Academic Journal

Accession number :

58034694

Full Text :

https://doi.org/10.1239/jap/1294170519