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",
}
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