EVALUATIONS OF ABSORPTION PROBABILITIES FOR THE WIENER PROCESS ON LARGE INTERVALS

被引：6

作者：

PARK, C

SCHUURMANN, FJ

机构：

来源：

关键词：

D O I：

10.2307/3213026

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 ;

摘要：

引用

页码：363 / 372

页数：10

共 9 条

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[4]

Feller W., 1957, INTRO PROBABILITY TH, V1

[5] EVALUATIONS OF BARRIER-CROSSING PROBABILITIES OF WIENER PATHS [J].

PARK, C ;

SCHUURMANN, FJ .

[6]

PARK C, 1974, PACIFIC J MATH, V50, P579

[7]

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TAKACS L., 1967, COMBINATORIAL METHOD