The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum
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Publication:789108
DOI10.1214/aop/1176993858zbMath0532.60072OpenAlexW2079606077MaRDI QIDQ789108
Enrique M. Cabaña, Mario Wschebor
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993858
numerical calculationsdistribution of the maximum, heat equationKolmogorov inequalitiestwo-parameter Brownian bridge
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