The Annals of Mathematical Statistics

A First Passage Problem for the Wiener Process

L. A. Shepp
Source: Ann. Math. Statist. Volume 38, Number 6 (1967), 1912-1914.
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Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aoms/1177698626
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aoms/1177698626
Mathematical Reviews number (MathSciNet): MR217879
Zentralblatt MATH identifier: 0178.19402


2013 © Institute of Mathematical Statistics

The Annals of Mathematical Statistics

The Annals of Mathematical Statistics

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