Pages that link to "Item:Q2804017"
From MaRDI portal
The following pages link to Boundary non-crossing probabilities for fractional Brownian motion with trend (Q2804017):
Displaying 9 items.
- Boundary noncrossings of additive Wiener fields (Q406615) (← links)
- Boundary non-crossing probabilities for Slepian process (Q504449) (← links)
- The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend (Q2567184) (← links)
- Optimization of small deviation for mixed fractional Brownian motion with trend (Q5086459) (← links)
- Small deviations for mixed fractional Brownian motion with trend and with Hurst index <i>H</i>>1/2 (Q5086513) (← links)
- An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend (Q5438336) (← links)