Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process

DOI10.2140/pjm.1978.78.455zbMath0394.60079OpenAlexW1977453927MaRDI QIDQ1252673

Chull Park, David Skoug

Publication date: 1978

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.1978.78.455

zbMATH Keywords

Probabilities of Crossing BarriersTwo-Parameter Yeh-Wiener Process

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (4)

The distribution of the maximum of particular random fields ⋮ Unnamed Item ⋮ Comparing the distribution of various suprema on two-parameter Wiener space ⋮ Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square

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