Level-Crossing Probabilities and First-Passage Times for Linear Processes. Basak, G. K. & Ho, K. R. *Advances in Applied Probability*, 36(2):643–666, June, 2004. Paper doi bibtex @Article{Basak:2004:LCP,
author = "Gopal K. Basak and Kwok-Wah Remus Ho",
title = "Level-Crossing Probabilities and First-Passage Times
for Linear Processes",
journal = j-ADV-APPL-PROB,
volume = "36",
number = "2",
pages = "643--666",
month = jun,
year = "2004",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/1428470",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:42:50 MDT 2014",
bibsource = "http://www.jstor.org/stable/i262342;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/1428470",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}

Downloads: 0

{"_id":"xWgxZCaH6R2zyr2kD","bibbaseid":"basak-ho-levelcrossingprobabilitiesandfirstpassagetimesforlinearprocesses-2004","author_short":["Basak, G. K.","Ho, K. R."],"bibdata":{"bibtype":"article","type":"article","author":[{"firstnames":["Gopal","K."],"propositions":[],"lastnames":["Basak"],"suffixes":[]},{"firstnames":["Kwok-Wah","Remus"],"propositions":[],"lastnames":["Ho"],"suffixes":[]}],"title":"Level-Crossing Probabilities and First-Passage Times for Linear Processes","journal":"Advances in Applied Probability","volume":"36","number":"2","pages":"643–666","month":"June","year":"2004","coden":"AAPBBD","doi":"https://doi.org/10.2307/1428470","issn":"0001-8678 (print), 1475-6064 (electronic)","issn-l":"0001-8678","bibdate":"Sat May 3 07:42:50 MDT 2014","bibsource":"http://www.jstor.org/stable/i262342; http://www.math.utah.edu/pub/tex/bib/advapplprob.bib","url":"http://www.jstor.org/stable/1428470","acknowledgement":"Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 585 1640, +1 801 581 4148, e-mail: \\path|beebe@math.utah.edu|, \\path|beebe@acm.org|, \\path|beebe@computer.org| (Internet), URL: \\path|http://www.math.utah.edu/ beebe/|","ajournal":"Adv. Appl. Probab.","fjournal":"Advances in Applied Probability","journal-url":"http://www.jstor.org/journals/00018678.html","bibtex":"@Article{Basak:2004:LCP,\n author = \"Gopal K. Basak and Kwok-Wah Remus Ho\",\n title = \"Level-Crossing Probabilities and First-Passage Times\n for Linear Processes\",\n journal = j-ADV-APPL-PROB,\n volume = \"36\",\n number = \"2\",\n pages = \"643--666\",\n month = jun,\n year = \"2004\",\n CODEN = \"AAPBBD\",\n DOI = \"https://doi.org/10.2307/1428470\",\n ISSN = \"0001-8678 (print), 1475-6064 (electronic)\",\n ISSN-L = \"0001-8678\",\n bibdate = \"Sat May 3 07:42:50 MDT 2014\",\n bibsource = \"http://www.jstor.org/stable/i262342;\n http://www.math.utah.edu/pub/tex/bib/advapplprob.bib\",\n URL = \"http://www.jstor.org/stable/1428470\",\n acknowledgement = ack-nhfb,\n ajournal = \"Adv. Appl. Probab.\",\n fjournal = \"Advances in Applied Probability\",\n journal-URL = \"http://www.jstor.org/journals/00018678.html\",\n}\n\n","author_short":["Basak, G. K.","Ho, K. R."],"key":"Basak:2004:LCP","id":"Basak:2004:LCP","bibbaseid":"basak-ho-levelcrossingprobabilitiesandfirstpassagetimesforlinearprocesses-2004","role":"author","urls":{"Paper":"http://www.jstor.org/stable/1428470"},"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"http://ftp.math.utah.edu/pub/tex/bib/advapplprob.bib","dataSources":["8DKZik2cWsn9Xkr7S"],"keywords":[],"search_terms":["level","crossing","probabilities","first","passage","times","linear","processes","basak","ho"],"title":"Level-Crossing Probabilities and First-Passage Times for Linear Processes","year":2004}