FIRST-PASSAGE DENSITY OF A CONTINUOUS GAUSSIAN PROCESS TO A GENERAL BOUNDARY.

Journal of Applied Probability

Volumn 22, Issue 1, 1985, Pages 99-122

  Durbin, J ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES - INTEGRAL EQUATIONS;

BOUNDARY-CROSSING PROBABILITY; BROWNIAN MOTION; CONTINUOUS GAUSSIAN PROCESS; FIRST-PASSAGE DENSITY; VOLTERRA INTEGRAL EQUATION;

PROBABILITY;

EID: 0022023075     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200029041     Document Type: Article

References (15)