scientific article; zbMATH DE number 780703

MaRDI QIDQ4840692zbMATH OpenFDO

Authors O.Brockhaus

Publication date 15 January 1996

zbMATH Keywords

Ornstein-Uhlenbeck processrandom fieldMartin boundaryBrownian bridgeBrownian sheetlocal specification

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65)

Recommendations

• scientific article; zbMATH DE number 503136
• Slices of a Brownian sheet: new results and open problems
• Boundary crossings and the distribution function of the maximum of Brownian sheet.
• Double points of the Brownian sheet in R^d and the geometry.of the parameter space
• Some polar sets for the generalized Brownian sheet

Cited in

(3)

• scientific article; zbMATH DE number 1819891 (Why is no real title available?)
• Towards an innovation theory of spatial Brownian motion under boundary conditions
• A prediction problem for the Brownian sheet

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4840692)