The distribution of a functional of the Wiener process and its application to the Brownian sheet

DOI10.1080/02331888.2010.541251zbMath1283.60069OpenAlexW1979175659MaRDI QIDQ5402576

Nataliya Volodymyrivna Prokhorenko, O. I. Klesov

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.541251

zbMATH Keywords

Wiener processBrownian sheetdistribution of the supremum

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

Cites Work

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• Random Fields and Geometry
• Radon-Nikodym Derivatives of Gaussian Measures
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• Heuristic Approach to the Kolmogorov-Smirnov Theorems
• On Certain Confidence Contours for Distribution Functions

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