scientific article; zbMATH DE number 1409908

zbMATH Open0939.60042MaRDI QIDQ4940328FDOQ4940328

Authors: I. I. Klesov 

Publication date: 2 March 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Wiener processrandom fieldsbarrier crossing probabilitiesBrownian sheetDoob's transformation

Mathematics Subject Classification ID

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

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• A prediction problem for the Brownian sheet
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• Probabilities of Wiener paths crossing differentiable curves
• Boundary crossings and the distribution function of the maximum of Brownian sheet.
• The distribution of a functional of the Wiener process and its application to the Brownian sheet
• The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum

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