3 results
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes
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- Journal:
- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
- Published online by Cambridge University Press:
- 11 May 2023, pp. 1386-1415
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- December 2023
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Gaussian process approximations for multicolor Pólya urn models
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 274-286
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- March 2021
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The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
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- Journal:
- Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
- Published online by Cambridge University Press:
- 03 September 2019, pp. 835-864
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- September 2019
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