THE 1ST-PASSAGE DENSITY OF A CONTINUOUS GAUSSIAN PROCESS TO A GENERAL BOUNDARY

被引：129

作者：

DURBIN, J

机构：

[1] London Sch of Economics &, Political Science, Dep of, Statistical & Mathematical, London Sch of Economics & Political Science, Dep of Statistical & Mathematical Sciences, Lo

来源：

JOURNAL OF APPLIED PROBABILITY | 1985年 / 22卷 / 01期

关键词：

D O I：

10.2307/3213751

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：99 / 122

页数：24

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