Some conditional crossing results of Brownian motion over a piecewise-linear boundary

Statistics and Probability Letters

Volumn 58, Issue 2, 2002, Pages 131-145

  Abundo, Mario ^a  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

Boundary crossing probability; First passage time; Piecewise linear boundary

Indexed keywords

EID: 0036602725     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00108-6     Document Type: Article

References (27)

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