A boundary-crossing result for Brownian motion
1992 ◽
Vol 29
(02)
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pp. 448-453
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Keyword(s):
In this paper we obtain a new crossing result for Brownian motion. The boundary studied is a piecewise linear function consisting of two lines. The expression obtained for the boundary crossing probability is of a simple directly computable form.
1997 ◽
Vol 34
(01)
◽
pp. 54-65
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2001 ◽
Vol 38
(1)
◽
pp. 152-164
◽
2001 ◽
Vol 38
(01)
◽
pp. 152-164
◽
2013 ◽
Vol 50
(02)
◽
pp. 419-429
◽
2013 ◽
Vol 50
(2)
◽
pp. 419-429
◽
2011 ◽
Vol 21
(03)
◽
pp. 725-735
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