CROSSING PROBABILITIES FOR A SQUARE ROOT BOUNDARY BY A BESSEL PROCESS

被引:77
作者
DELONG, DM
机构
来源
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1981年 / 10卷 / 21期
关键词
D O I
10.1080/03610928108828182
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:2197 / 2213
页数:17
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