First Passage Density of Brownian Motion with Two-sided Piecewise Linear Boundaries

Zhen Yu, Mao Zai Tian

Type: Article

Publication Date: 2024-03-15

Citations: 0

DOI: https://doi.org/10.1007/s10114-024-1090-0

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Acta Mathematica Sinica English Series - View

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Works Cited by This (19)

Action	Title	Year	Authors
+	Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test	1971	J. Durbin
+ PDF Chat	Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries	2007	Liqun Wang Klaus Pötzelberger
+	Boundary crossing probability for Brownian motion and general boundaries	1997	Liqun Wang Klaus Pötzelberger
+	Tests for a change-point	1987	Barry R. James Kang Ling James David Siegmund
+	Boundary crossing probability for Brownian motion	2001	Klaus Pötzelberger Liqun Wang
+	First Passage Time for Brownian Motion and Piecewise Linear Boundaries	2015	Zhiyong Jin Liqun Wang
+	An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion	2019	Mario Abundo
+	Mathematical Statistics and Probability	2010	Mendenhall Bain Engelhardt
+	Semiparametric and nonparametric evaluation of first-passage distribution of bivariate degradation processes	2020	Lochana K. Palayangoda Hon Keung Tony Ng
+ PDF Chat	Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics	2019	Massimiliano Giona Mirko D’Ovidio Davide Cocco Andrea Cairoli Rainer Klages