Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries
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Publication:2348321
DOI10.1016/J.SPL.2015.02.006zbMATH Open1328.60187OpenAlexW2032722727MaRDI QIDQ2348321FDOQ2348321
Authors: Michael P. Atkinson, Dashi I. Singham 
Publication date: 11 June 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.02.006
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Cites Work
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- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- Hitting Lines with Two-Dimensional Brownian Motion
- On the first passage problem for correlated Brownian motion
- A boundary-crossing result for Brownian motion
- Hitting spheres with Brownian motion
- The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary
- An Exit Probability Approach to Solving High Dimensional Dirichlet Problems
- Hitting spheres from the exterior
- On the maximum of the generalized Brownian bridge
- Title not available (Why is that?)
Cited In (4)
- The De Vylder–Goovaerts conjecture holds within the diffusion limit
- Path collapse for multidimensional Brownian motion with rebirth
- BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN
- First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
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