Titlebook: Boundary Crossing of Brownian Motion; Its Relation to the Hans Rudolf Lerche Book 1986 Springer-Verlag Berlin Heidelberg 1986 Brownian mot

exacerbate

From the method of images to the tangent approximationFor the method of images the first exit density of Brownian motion over the boundary ψ.(t) according to Theorem 1.2 can be expressed as . with ..

蚊子

instill

Bayes tests of power oneLet W(t) denote Brownian motion with unknown drift θ ∈ ℝ and P. the associated measure. We consider the following sequential decision prob-lem.

Metastasis

An application of the tangent approximation: a heuristic derivation of the shape of Bayes tests of pThis section describes our original approach to the problem of calculating the shape of Bayes tests of power one.

围裙

guardianship

CLASP

The French Navy under Louis XIVbed here and the general method of images, described in the preceding section, is basic and simple: both methods are equivalent up to time inversion. We shall develop this connection in detail. It will lead us to a simple martingale proof of Theorem 1.1 at the end of this section.

描绘

皱痕

0930-0325 h other and to the law of the iterated logarithm:· I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global app

Chauvinistic

https://doi.org/10.1007/978-1-349-16981-8 at time zero according to a positive measure F and an extra source with unit mass at zero. The sources are thought of as the starting positions of Brownian motions to which one attributes negative weights according to F and a single positive unit weight when starting at 0. The superposition of all these processes is being observed.