Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions
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Publication:3155337
DOI10.1081/STA-120037253zbMath1134.60327MaRDI QIDQ3155337
Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Related Items
Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test, Boundary non-crossings of Brownian pillow, An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend, Boundary non-crossing probabilities for fractional Brownian motion with trend, A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
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