2ND-ORDER APPROXIMATIONS TO THE DENSITY, MEAN AND VARIANCE OF BROWNIAN 1ST-EXIT TIMES

被引：14

作者：

JENNEN, C ^{[1
]}

机构：

[1] UNIV HEIDELBERG, D-6900 HEIDELBERG, FED REP GER

来源：

ANNALS OF PROBABILITY | 1985年 / 13卷 / 01期

关键词：

D O I：

10.1214/aop/1176993071

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：126 / 144

页数：19

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