Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries

DOI10.1016/0047-259X(84)90026-5zbMath0577.60077MaRDI QIDQ1065467

Pradip Kumar Sen, Michael J. Wichura

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

numerical resultsBrownian sheetupper and lower functionsintegral testfirst crossing timeKolmogorov-type

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17)

Related Items (2)

Probability tails of Gaussian extrema ⋮ Extreme sojourns of a Gaussian process with a point of maximum variance

Cites Work

• Unnamed Item
• Sample functions of the \(N\)-parameter Wiener process
• On the Continuity of Brownian Motion with a Multidimensional Parameter
• On Some Asymptotic Properties Concerning Brownian Motion

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