A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend (Q2567184)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
scientific article

    Statements

    A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend (English)
    0 references
    0 references
    0 references
    29 September 2005
    0 references
    Brownian bridge with trend
    0 references
    Brownian motion with trend
    0 references
    signal-plus-noise model
    0 references
    Cameron-Martin-Girsanov formula
    0 references

    Identifiers