Comparing the distribution of various suprema on two-parameter Wiener space (Q2838973): Difference between revisions
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Property / cites work: Boundary crossings and the distribution function of the maximum of Brownian sheet. / rank | |||
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Property / cites work: Distribution estimates for functionals of the two-parameter Wiener process / rank | |||
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Property / cites work: Distribution of the supremum of the two-parameter Yeh-Wiener process on the boundary / rank | |||
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Property / cites work: Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process / rank | |||
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Property / full work available at URL: https://doi.org/10.1090/s0002-9939-2013-11497-8 / rank | |||
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Property / OpenAlex ID: W2049212911 / rank | |||
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Latest revision as of 11:57, 30 July 2024
scientific article
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English | Comparing the distribution of various suprema on two-parameter Wiener space |
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Comparing the distribution of various suprema on two-parameter Wiener space (English)
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4 July 2013
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two-parameter Wiener space
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two-parameter Wiener process
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Brownian sheet
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distribution of supremum
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