Title of article :
Some boundary-crossing results for linear diffusion processes
Author/Authors :
Changsun Choi، نويسنده , , Dougu Nam، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2003
Keywords :
Stochastic integral , Brownian bridge , Last exittime , Time change , First passage time , Ornstein–Uhlenbeck process
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
