Boundary Crossing Probability


Type Research Project

Duration Jan. 1, 2000 - Dec. 31, 2010

  • Mathematical Methods in Statistics AE (Former organization)

Tags

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  • P√∂tzelberger, Klaus (Details) Project Head
 

Abstract (German)

siehe Self-Assessment Report des Instituts (2003)


Abstract (English)

see Self-Assessment Report of the Department (2003)

Publications

Paper presented at an academic conference or symposium

2014 Pötzelberger, Klaus. 2014. Adaptive control variables for eestimating functionals of diffusion processes. CFE-ERCIM 2014, Pisa, Italien, 06.12.-0.8.12.. Invited Talk (Details)

Classification

  • 1113 Mathematical statistics (Details)
  • 1118 Probability theory (Details)

Expertise

  • boundary crossing
  • Brownian motion
  • diffusion process
  • first hitting time