Institut for Matematik

Aarhus Universitets segl

On the Brownian first-passage time over a one-sided stochastic boundary

by G. Peskir and A. N. Shiryaev
Research Reports Number 371 ( 1997)
Format available: Not available online
Theory Probab. Appl. Vol. 42, No. 3 (1997), 591-602
Revideret 08.03.2023
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Lars Madsen