Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.

Hashorva, Enkelejd

Electronic Communications in Probability [electronic only] (2005)

  • Volume: 10, page 207-217
  • ISSN: 1083-589X

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Hashorva, Enkelejd. "Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.." Electronic Communications in Probability [electronic only] 10 (2005): 207-217. <http://eudml.org/doc/127250>.

@article{Hashorva2005,
author = {Hashorva, Enkelejd},
journal = {Electronic Communications in Probability [electronic only]},
language = {eng},
pages = {207-217},
publisher = {University of Washington},
title = {Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.},
url = {http://eudml.org/doc/127250},
volume = {10},
year = {2005},
}

TY - JOUR
AU - Hashorva, Enkelejd
TI - Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.
JO - Electronic Communications in Probability [electronic only]
PY - 2005
PB - University of Washington
VL - 10
SP - 207
EP - 217
LA - eng
UR - http://eudml.org/doc/127250
ER -

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