{
  "id": "2007.05986",
  "version": "v1",
  "published": "2020-07-12T13:31:20.000Z",
  "updated": "2020-07-12T13:31:20.000Z",
  "title": "Technical Note -- Exact simulation of the first passage time of Brownian motion to a symmetric linear boundary",
  "authors": [
    "Jong Mun Lee",
    "Taeho Lee"
  ],
  "comment": "6 pages",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "We state an exact simulation scheme for the first passage time of a Brownian motion to a symmetric linear boundary.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-07-12T13:31:20.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "first passage time",
      "symmetric linear boundary",
      "brownian motion",
      "technical note",
      "exact simulation scheme"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 6,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}