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Pliska Studia Mathematica Bulgarica >
2007 Volume 18 >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/2256

Title: On the Moving Boundary Hitting Probability for the Brownian Motion
Authors: P. Kralchev, Dobromir
Keywords: Brownian motion
hitting time
Laplace transformation
Issue Date: 2007
Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation: Pliska Studia Mathematica Bulgarica, Vol. 18, No 1, (2007), 183p-194p
Abstract: Consider the probability that the Brownian motion hits a moving two-sided boundary by a certain moment. In some special cases we find formulae for this probability.
Description: 2000 Mathematics Subject Classification: 60J65.
URI: http://hdl.handle.net/10525/2256
ISSN: 0204-9805
Appears in Collections:2007 Volume 18

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