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Remarks on “boundary crossing result for brownian motion”

✍ Scribed by Griselda Deelstra


Book ID
112898550
Publisher
Springer-Verlag
Year
1994
Tongue
German
Weight
317 KB
Volume
21
Category
Article
ISSN
1864-0281

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📜 SIMILAR VOLUMES


Some conditional crossing results of Bro
✍ Mario Abundo 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 150 KB

Explicit formulae are found for the probability that the Brownian motion, B t ; up-crosses, in [0; T ]; a piecewise-linear function S(t); with the condition that the value of B t is assigned at a future time u ¿ T or at an intermediate time u ¡ T . Also, the analogous conditional probability concern