On the Computation of the Survival Probability of Brownian motion with Drift in a Closed Time Interval when the Absorbing Boundary is a Step Function - CY Cergy Paris Université Access content directly
Journal Articles Journal of Probability and Statistics Year : 2015

On the Computation of the Survival Probability of Brownian motion with Drift in a Closed Time Interval when the Absorbing Boundary is a Step Function

No file

Dates and versions

hal-02979986 , version 1 (27-10-2020)

Identifiers

  • HAL Id : hal-02979986 , version 1

Cite

Tristan Guillaume. On the Computation of the Survival Probability of Brownian motion with Drift in a Closed Time Interval when the Absorbing Boundary is a Step Function. Journal of Probability and Statistics, 2015, pp.1-22. ⟨hal-02979986⟩
25 View
0 Download

Share

Gmail Mastodon Facebook X LinkedIn More