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An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend |
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| Authors: | Wolfgang Bischoff Jürg Hüsler |
| Affiliation: | 1. Catholic University of Eichst?tt-Ingolstadt , Eichst?tt, Germany;2. University of Bern , Bern, Switzerland |
| Abstract: | |
| Keywords: | Asymptotic results Boundary crossing probability Brownian bridge with trend Brownian motion with trend Large deviations |