BROWNIAN APPROXIMATIONS TO 1ST PASSAGE PROBABILITIES

被引:16
作者
SIEGMUND, D
YUH, YS
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1982年 / 59卷 / 02期
关键词
D O I
10.1007/BF00531747
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
收藏
页码:239 / 248
页数:10
相关论文
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