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Boundary Crossing of Brownian Motion [1986]

1
Introduction
18
The general method of images for the diffusion equation
33
The method of weighted likelihood functions
42
From the method of images to the tangent approximation
60
The tangent approximation
77
Beyond the tangent approximation and back to the Kolmogorov-Petrovski-Erdös test
100
Bayes tests of power one
104
An application of the tangent approximation: a heuristic derivation of the shape of Bayes tests of power one
109
Construction of tests of power one from smooth priors and the law of the iterated logarithm for posterior distributions
110
Exact results about the shape
130
An optimal property of the repeated significance test
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