1ST EXIT DENSITIES OF BROWNIAN-MOTION THROUGH ONE-SIDED MOVING BOUNDARIES

被引：34

|

作者：

JENNEN, C

LERCHE, HR

机构：

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1981年 / 55卷 / 02期

关键词：

D O I：

10.1007/BF00535156

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：

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页码：133 / 148

页数：16

相关论文

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