Distribution of the supremum of the two-parameter Yeh-Wiener process on the boundary

DOI10.2307/3212390zbMath0281.60081OpenAlexW4247136996MaRDI QIDQ4766361

Chull Park, S. R. Paranjape

Publication date: 1973

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

Full work available at URL: https://doi.org/10.2307/3212390

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (6)

Unnamed Item ⋮ Functional convergence of Berry's nodal lengths: approximate tightness and total disorder ⋮ The distribution of a functional of the Wiener process and its application to the Brownian sheet ⋮ Maximum of stable random fields with independent increments ⋮ 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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