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Approximation to the exit probability of a continuous Gaussian process over a U-shaped boundary of increasing curvature
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- Journal:
- Journal of Applied Probability / Volume 32 / Issue 2 / June 1995
- Published online by Cambridge University Press:
- 14 July 2016, pp. 429-442
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- June 1995
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A reconciliation of two different expressions for the first-passage density of brownian motion to a curved boundary
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- Journal:
- Journal of Applied Probability / Volume 25 / Issue 4 / December 1988
- Published online by Cambridge University Press:
- 14 July 2016, pp. 829-832
- Print publication:
- December 1988
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