Journal of applied mathematics & informatics
- Volume 19 Issue 1_2
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- Pages.475-484
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- 2005
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
FIRST PASSAGE PROBLEM FOR WIENER PATHS CROSSING DIFFERENTIABLE CURVES
- Jang, Yu-Seon (Department of Mathematics, Chungnam National University) ;
- Kim, Sung-Lai (Department of Mathematics, Chungnam National University) ;
- Kim, Sung-Kyun (Department of Computer Engineering, Myongji University)
- Published : 2005.09.01
Abstract
Let W(t) be a Wiener path, let
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