The Kolmogorov equation for a plane barrier problem

DOI10.1007/BF00531568zbMath0465.60072OpenAlexW3211521887MaRDI QIDQ3917273

Enrique M. Cabaña

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531568

zbMATH Keywords

two-parameter Brownian bridge

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes
• The Kolmogorov equation for a plane barrier problem

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