On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function

Table 9

Survival probability when the absorbing boundary includes five steps⁸.

	0.7797497	0.5520988	0.3975464
	0.8931785	0.5632040	0.3420149
	0.8223448	0.5312413	0.3060088
	0.9677121	0.6234348	0.2883722

All the values reported in this table are obtained by using Proposition 2 with , , , and .