BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION

被引:7
作者
SMITH, CS [1 ]
机构
[1] LONDON SCH ECONOM & POLITICAL SCI,LONDON,ENGLAND
关键词
D O I
10.2307/3212623
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
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页码:857 / 861
页数:5
相关论文
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JOURNAL OF APPLIED PROBABILITY, 1969, 6 (02) :399-&
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HILDEBRAND EB, 1956, INTRO NUMERICAL ANAL
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KOWALEWSKI G, 1930, INTEGRALGLEICHUNGEN
[5]  
WEISS R, TO BE PUBLISHED