✦ LIBER ✦

Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend

✍ Scribed by Wolfgang Bischoff; Frank Miller; Enkelejd Hashorva; Jürg Hüsler

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A lower bound for boundary crossing prob

✍ Wolfgang Bischoff; Enkelejd Hashorva 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 193 KB

Exact asymptotics for Boundary crossings

✍ Wolfgang Bischoff; Enkelejd Hashorva; Jürg Hüsler; Frank Miller 📂 Article 📅 2003 🏛 Springer Japan 🌐 English ⚖ 680 KB

An Asymptotic Result for Non Crossing Pr

✍ Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 110 KB

Approximations of Boundary Crossing Prob

✍ Alex Novikov, Volf Frishling and Nino Kordzakhia 📂 Article 📅 1999 🏛 Applied Probability Trust 🌐 English ⚖ 940 KB

Asymptotics of Crossing Probability of a

✍ Borovkov, A. A. 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 212 KB

Exact asymptotics for large deviation pr

✍ V. Piterbarg; V. Taran 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 303 KB