Boundary crossings and the distribution function of the maximum of Brownian sheet.

DOI10.1016/S0304-4149(00)00031-4zbMath1046.60048OpenAlexW2085394294WikidataQ126311367 ScholiaQ126311367MaRDI QIDQ1879480

Zhan Shi, Davar Khoshnevisan, Endre Csáki

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00031-4

zbMATH Keywords

tail probabilityBrownian sheetquasi-sure analysis

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17)

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