Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 1040106 (Why is no real title available?)
- scientific article; zbMATH DE number 3258670 (Why is no real title available?)
- A boundary-crossing result for Brownian motion
- Approximations of boundary crossing probabilities for a Brownian motion
- Boundary Crossing Probabilities for the Wiener Process and Sample Sums
- Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
- Boundary crossing probability for Brownian motion and general boundaries
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- Local Asymptotic Power and Efficiency of Tests of Kolmogorov-Smirnov Type
- On Certain Confidence Contours for Distribution Functions
- On evaluations and asymptotic approximations of first-passage-time probabilities
- Principal component decomposition of non-parametric tests
- The first-passage density of a continuous gaussian process to a general boundary
- Two-sample goodness-of-fit tests when ties are present
Cited in
(23)- Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes
- Linear bundary crossing probability for standard Brownian motion
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary
- An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend
- Boundary crossing probabilities and statistical applications
- Boundary non-crossings of Brownian pillow
- Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend
- Boundary crossing probabilities for the cumulative sample mean
- A boundary-crossing result for Brownian motion
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
- Asymptotics of a boundary crossing probability of a Brownian bridge with general trend
- Boundary crossing result for the brownian motion
- Boundary crossing probability for Brownian motion
- Boundary crossing of order statistics point processes
- Boundary non-crossing probabilities for fractional Brownian motion with trend
- Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
- Improving Brownian approximations for boundary crossing problems
- Boundary non-crossing probabilities for Slepian process
- A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
- Randomization of a linear boundary in the first-passage problem of Brownian motion
- Crossing probabilities for diffusion processes with piecewise continuous boundaries
- Approximations of boundary crossing probabilities for a Brownian motion
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