Boundary Crossing Probability for Brownian Motion and General Boundaries

Boundary Crossing Probability for Brownian Motion and General Boundaries
Author :
Publisher :
Total Pages : 12
Release :
ISBN-10 : OCLC:31418852
ISBN-13 :
Rating : 4/5 (52 Downloads)

Book Synopsis Boundary Crossing Probability for Brownian Motion and General Boundaries by : Liqun Wang

Download or read book Boundary Crossing Probability for Brownian Motion and General Boundaries written by Liqun Wang and published by . This book was released on 1994 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Boundary Crossing Probability for Brownian Motion and General Boundaries Related Books

Boundary Crossing Probability for Brownian Motion and General Boundaries
Language: en
Pages: 12
Authors: Liqun Wang
Categories: Brownian motion processes
Type: BOOK - Published: 1994 - Publisher:

DOWNLOAD EBOOK

Linear and Non-linear Boundary Crossing Probabilities for Brownian Motion and Related Processes
Language: en
Pages: 240
Authors: Tung-Lung Wu (Jr.)
Categories:
Type: BOOK - Published: 2012 - Publisher:

DOWNLOAD EBOOK

We propose a simple and general method to obtain the boundary crossing probability for Brownian motion. This method can be easily extended to higher dimensional
Boundary Crossing of Brownian Motion
Language: en
Pages: 147
Authors: Hans R. Lerche
Categories: Mathematics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the l
Linear and Non-linear Boundary Crossing Probabilities for Brownian Motion and Related Processes
Language: en
Pages: 0
Authors: Tung-Lung Jr Wu
Categories:
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

We propose a simple and general method to obtain the boundary crossing probability for Brownian motion. This method can be easily extended to higher dimensional
A New Approach to the Computation of First Passage Time Distribution for Brownian Motion
Language: en
Pages: 0
Authors: Zhiyong Jin
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

This thesis consists of two novel contributions to the computation of first passage time distribution for Brownian motion. First, we extend the known formula fo