Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers

Verfasser / Beitragende:
[Lucia Caramellino, Barbara Pacchiarotti]
Ort, Verlag, Jahr:
2002
Enthalten in:
Monte Carlo Methods and Applications, 8/3(2002), 221-236
Format:
Artikel (online)
ID: 378700847