A First Passage Problem for the Wiener Process
Shepp, L. A.
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1912-1914 / Harvested from Project Euclid
Publié le : 1967-12-14
Classification: 
@article{1177698626,
     author = {Shepp, L. A.},
     title = {A First Passage Problem for the Wiener Process},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1912-1914},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698626}
}
Shepp, L. A. A First Passage Problem for the Wiener Process. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1912-1914. http://gdmltest.u-ga.fr/item/1177698626/