On the first-hitting times of a Brownian motion with a change point
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 72 (2017) no. 6, pp. 1165-1167
@article{RM_2017_72_6_a4,
author = {D. I. Lisovskii},
title = {On the first-hitting times of {a~Brownian} motion with a~change point},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {1165--1167},
year = {2017},
volume = {72},
number = {6},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2017_72_6_a4/}
}
D. I. Lisovskii. On the first-hitting times of a Brownian motion with a change point. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 72 (2017) no. 6, pp. 1165-1167. http://geodesic.mathdoc.fr/item/RM_2017_72_6_a4/
[1] A. N. Shiryaev, “O martingalnykh metodakh v zadachakh o peresechenii granits brounovskim dvizheniem”, Sovr. probl. matem., 8, MIAN, M., 2007, 3–78 | DOI | Zbl
[2] A. N. Borodin, P. Salminen, Handbook of Brownian motion – facts and formulae, Probab. Appl., Birkhäuser, Basel, 2002 | DOI | MR | Zbl
[3] G. Beitmen, A. Erdeii, Tablitsy integralnykh preobrazovanii, Nauka, M., 1969, 1970 | MR | MR | MR | Zbl | Zbl