Park, C.; Schuurmann, F. J. Evaluations of absorption probabilities for the Wiener process on large intervals. (English) Zbl 0428.60048 J. Appl. Probab. 17, 363-372 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page MSC: 60G15 Gaussian processes 60J65 Brownian motion Keywords:absorption probability; Wiener process; Gaussian stochastic process; Ornstein-Uhlenbeck process × Cite Format Result Cite Review PDF Full Text: DOI