Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries

DOI10.1016/0047-259X(84)90026-5zbMATH Open0577.60077MaRDI QIDQ1065467FDOQ1065467

Authors: Pradip Kumar Sen, Michael Wichura 

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

numerical resultsintegral testBrownian sheetupper and lower functionsfirst crossing timeKolmogorov-type

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Brownian motion (60J65) Sample path properties (60G17)

Cites Work

• Title not available (Why is that?)
• Sample functions of the \(N\)-parameter Wiener process
• On the Continuity of Brownian Motion with a Multidimensional Parameter
• On Some Asymptotic Properties Concerning Brownian Motion

Cited In (10)

• Controlling the time discretization bias for the supremum of Brownian motion
• Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space
• Probability tails of Gaussian extrema
• Potential theory for hyperbolic SPDEs.
• Brownian crossings between spheres
• A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Extreme sojourns of a Gaussian process with a point of maximum variance
• Title not available (Why is that?)

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