34 citations · 64 across the 22 of their papers we have counts for
1 paper · 2 filters
Jack Noonan, Anatoly Zhigljavsky
In this paper we extend results of L.A. Shepp by finding explicit formulas for the first passage probability $F_{a,b}(T\, |\, x)={\rm Pr}(S(t)<a+bt \text{ for all } t\in[0,T]\,\, |…