APPROXIMATE EXIT PROBABILITIES FOR A BROWNIAN BRIDGE ON A SHORT-TIME INTERVAL, AND APPLICATIONS

被引：11

作者：

LERCHE, HR ^{[1
]}

SIEGMUND, D ^{[1
]}

机构：

[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

来源：

ADVANCES IN APPLIED PROBABILITY | 1989年 / 21卷 / 01期

关键词：

D O I：

10.2307/1427195

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：1 / 19

页数：19

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