Comparing the distribution of various suprema on two-parameter Wiener space
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Publication:2838973
DOI10.1090/S0002-9939-2013-11497-8zbMath1329.60143MaRDI QIDQ2838973
Publication date: 4 July 2013
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-2013-11497-8
60G60: Random fields
60G15: Gaussian processes
60G17: Sample path properties
60F99: Limit theorems in probability theory
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Cites Work
- Distribution estimates for functionals of the two-parameter Wiener process
- Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process
- Boundary crossings and the distribution function of the maximum of Brownian sheet.
- Distribution of the supremum of the two-parameter Yeh-Wiener process on the boundary