Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.
Hashorva, Enkelejd
Electronic Communications in Probability [electronic only], Tome 10 (2005), p. 207-217 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:127250 
@article{05070547,
     title = {Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {10},
     year = {2005},
     pages = {207-217},
     zbl = {1110.60076},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070547}
}

Hashorva, Enkelejd. Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.. Electronic Communications in Probability [electronic only], Tome 10 (2005) pp. 207-217. http://gdmltest.u-ga.fr/item/05070547/