Abstract
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
35 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献