The two-barrier problem for continuously differentiable processes

DOI10.2307/1427730zbMath0744.60054OpenAlexW2086496478MaRDI QIDQ3991649

Igor Rychlik

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.2307/1427730

zbMATH Keywords

Numerical examplesrainflow cycleupper and lower bounds for the first-passage time

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17)

Related Items (2)

A law of large numbers for upcrossing measures ⋮ Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes

This page was built for publication: The two-barrier problem for continuously differentiable processes