scientific article; zbMATH DE number 1409908

MaRDI QIDQ4940328zbMATH OpenFDO

Authors I. I. Klesov

Publication date 2 March 2000

zbMATH Keywords

Wiener processrandom fieldsbarrier crossing probabilitiesBrownian sheetDoob's transformation

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Brownian motion (60J65)

Recommendations

• The distribution of a functional of the Wiener process and its application to the Brownian sheet
• scientific article; zbMATH DE number 4086670
• Boundary noncrossings of additive Wiener fields
• Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries
• Boundary crossings and the distribution function of the maximum of Brownian sheet.

Cited in

(8)

• Boundary crossings and the distribution function of the maximum of Brownian sheet.
• scientific article; zbMATH DE number 4038940 (Why is no real title available?)
• The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum
• Boundary noncrossings of additive Wiener fields
• Probabilities of Wiener paths crossing differentiable curves
• A prediction problem for the Brownian sheet
• The distribution of a functional of the Wiener process and its application to the Brownian sheet
• scientific article; zbMATH DE number 4086670 (Why is no real title available?)

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 Q4940328)