56 citations to 10.1239/jap/1032374752 (Crossref Cited-By Service)
  1. Vincent Liang, Konstantin Borovkov, “On Markov chain approximations for computing boundary crossing probabilities of diffusion processes”, J. Appl. Probab., 60, № 4, 2023, 1386  crossref
  2. Jonathan Touboul, Olivier Faugeras, “The spikes trains probability distributions: A stochastic calculus approach”, Journal of Physiology-Paris, 101, № 1-3, 2007, 78  crossref
  3. Klaus Pötzelberger, Liqun Wang, “Boundary crossing probability for Brownian motion”, Journal of Applied Probability, 38, № 1, 2001, 152  crossref
  4. Tristan Guillaume, “On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function”, Journal of Probability and Statistics, 2015, 2015, 1  crossref
  5. Wolfgang Bischoff, Enkelejd Hashorva, Jürg Hüsler, “An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend”, Communications in Statistics - Theory and Methods, 36, № 16, 2007, 2821  crossref
  6. I. Maaike Verloop, Rudesindo Núñez-Queija, “Assessing the efficiency of resource allocations in bandwidth-sharing networks”, Performance Evaluation, 66, № 1, 2009, 59  crossref
  7. Xiaonan Che, Angelos Dassios, “Stochastic Boundary Crossing Probabilities for the Brownian Motion”, Journal of Applied Probability, 50, № 2, 2013, 419  crossref
  8. Konstantin A. Borovkov, Andrew N. Downes, Alexander A. Novikov, Contemporary Quantitative Finance, 2010, 335  crossref
  9. Jing-Sheng Song, Paul Zipkin, “Supply Streams”, M&SOM, 15, № 3, 2013, 444  crossref
  10. James C. Fu, Tung-Lung Wu, “Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes”, J. Appl. Probab., 47, № 04, 2010, 1058  crossref
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