On the transition density of a multidimensional parameter Wiener process with one barrier

DOI10.2307/3213679zbMath0534.60072OpenAlexW4247905893MaRDI QIDQ3317851

Enrique M. Cabaña

Publication date: 1984

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213679

zbMATH Keywords

Brownian bridgeKolmogorov- Smirnov testbounds for the distribution of the maximum

Mathematics Subject Classification ID

Random fields (60G60) Nonparametric hypothesis testing (62G10) Brownian motion (60J65)

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