搜索结果: 1-1 共查到“环境与生态统计学 Brownian Motion”相关记录1条 . 查询时间(0.103 秒)
Boundary Crossings of Brownian Motion
Brownian motion with trend boundary crossing probability large deviations
2009/4/27
Let B be a standard Brownian motion and let b_gamma be a piecewise linear continuous boundary function. In this paper we obtain an exact asymptotic expansion of P{ B(t)< b_gamma(t), forall tin [0,1]} ...