Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries
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Publication:1065467
DOI10.1016/0047-259X(84)90026-5zbMath0577.60077MaRDI QIDQ1065467
Michael J. Wichura, Pradip Kumar Sen
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
numerical results; Brownian sheet; upper and lower functions; integral test; first crossing time; Kolmogorov-type
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