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"First-passage time asymptotics over moving boundaries for random walk bridges."

Fiona Sloothaak, Vitali Wachtel, Bert Zwart (2018)

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DOI: 10.1017/JPR.2018.39

access: closed

type: Journal Article

metadata version: 2020-04-16

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  - journals/jap/SloothaakWZ18
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  - https://dblp.org/rec/journals/jap/SloothaakWZ18
Fiona Sloothaak, Vitali Wachtel, Bert Zwart:
First-passage time asymptotics over moving boundaries for random walk bridges. J. Appl. Probab. 55(2): 627-651 (2018)

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