THE TANGENT APPROXIMATION TO ONE-SIDED BROWNIAN EXIT DENSITIES

[1] DANIELS HE, 1974, ADV APPL PROBAB, V6, P194

[2] BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION AND POISSON PROCESSES AND TECHNIQUES FOR COMPUTING POWER OF KOLMOGOROV-SMIRNOV TEST [J]. JOURNAL OF APPLIED PROBABILITY, 1971, 8 (03) : 431 - +

[3] DURBIN J, 1981, 1ST PASSAGE DENSITY

[4] Fleming W, 1977, FUNCTIONS SEVERAL VA

[5] 1ST EXIT DENSITIES OF BROWNIAN-MOTION THROUGH ONE-SIDED MOVING BOUNDARIES [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 55 (02): : 133 - 148

[6] JENNEN C, 1981, 123 SOND FORSCH BER

[7] LIPTSER RS, 1977, STATISTICS RANDOM PR, V1

[8] EVALUATIONS OF BARRIER-CROSSING PROBABILITIES OF WIENER PATHS [J]. JOURNAL OF APPLIED PROBABILITY, 1976, 13 (02) : 267 - 275

[9] STRASSEN V, 1966, 5TH P BERK S MATH 1, V2, P315

[1] DANIELS HE, 1974, ADV APPL PROBAB, V6, P194

[2] BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION AND POISSON PROCESSES AND TECHNIQUES FOR COMPUTING POWER OF KOLMOGOROV-SMIRNOV TEST [J]. JOURNAL OF APPLIED PROBABILITY, 1971, 8 (03) : 431 - +

[3] DURBIN J, 1981, 1ST PASSAGE DENSITY

[4] Fleming W, 1977, FUNCTIONS SEVERAL VA

[5] 1ST EXIT DENSITIES OF BROWNIAN-MOTION THROUGH ONE-SIDED MOVING BOUNDARIES [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 55 (02): : 133 - 148

[6] JENNEN C, 1981, 123 SOND FORSCH BER

[7] LIPTSER RS, 1977, STATISTICS RANDOM PR, V1

[8] EVALUATIONS OF BARRIER-CROSSING PROBABILITIES OF WIENER PATHS [J]. JOURNAL OF APPLIED PROBABILITY, 1976, 13 (02) : 267 - 275

[9] STRASSEN V, 1966, 5TH P BERK S MATH 1, V2, P315