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Asymptotics of First-Passage Time Over a One-Sided Stochastic Boundary

✍ Scribed by Zoran Vondraček

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Brownian First-Passage Time Overa

✍ Peskir, G.; Shiryaev, A. N. 📂 Article 📅 1998 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 239 KB

First passage time for a class of one-di

✍ D. P. Bhatia; D. Arora; M. A. Prasad 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 287 KB

Asymptotic behaviour of ornstein-uhlenbe

✍ Sacerdote, L. 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 241 KB

On Moments of the Value and the Time of

✍ Rotar’, V. I. 📂 Article 📅 1967 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 510 KB

On the asymptotic behaviour of first pas

✍ G. Keller; G. Kersting; U. Rösler 📂 Article 📅 1988 🏛 Springer 🌐 English ⚖ 679 KB

On the Asymptotic Behavior of First Pass

✍ E. Di Nardo; A. G. Nobile; E. Pirozzi; L. M. Ricciardi 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 392 KB