5 results
An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion
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- Journal:
- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 04 July 2023, pp. 279-300
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- March 2024
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The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
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- Journal:
- Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
- Published online by Cambridge University Press:
- 03 September 2019, pp. 835-864
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- September 2019
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Approximation to the exit probability of a continuous Gaussian process over a U-shaped boundary of increasing curvature
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- Journal of Applied Probability / Volume 32 / Issue 2 / June 1995
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- 14 July 2016, pp. 429-442
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- June 1995
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Large-deviation approximations to the distribution of scan statistics
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- Advances in Applied Probability / Volume 23 / Issue 4 / December 1991
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- 01 July 2016, pp. 751-771
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- December 1991
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Another visit to two halflines
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- Journal:
- Advances in Applied Probability / Volume 21 / Issue 4 / December 1989
- Published online by Cambridge University Press:
- 01 July 2016, pp. 935-937
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- December 1989
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