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

DOI10.1016/0047-259X(84)90026-5MaRDI QIDQ1065467zbMATH OpenFDO

Authors Pradip Kumar Sen, Michael Wichura

Publication date 1984

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

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)

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Cites work

• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• On Some Asymptotic Properties Concerning Brownian Motion
• On the Continuity of Brownian Motion with a Multidimensional Parameter
• Sample functions of the \(N\)-parameter Wiener process

Cited in

(10)

• Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space
• Extreme sojourns of a Gaussian process with a point of maximum variance
• scientific article; zbMATH DE number 1409908 (Why is no real title available?)
• Brownian crossings between spheres
• Controlling the time discretization bias for the supremum of Brownian motion
• scientific article; zbMATH DE number 125752 (Why is no real title available?)
• Potential theory for hyperbolic SPDEs.
• Probability tails of Gaussian extrema
• scientific article; zbMATH DE number 3927998 (Why is no real title available?)
• A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes

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