DISTRIBUTION ESTIMATES OF BARRIER-CROSSING PROBABILITIES OF THE YEH-WIENER PROCESS

被引:8
作者
PARK, C [1 ]
SKOUG, DL [1 ]
机构
[1] UNIV NEBRASKA, LINCOLN, NE 68588 USA
关键词
D O I
10.2140/pjm.1978.78.455
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:455 / 466
页数:12
相关论文
共 9 条
[1]   SOME LOWER BOUNDS FOR DISTRIBUTION OF SUPREMUM OF YEH-WIENER PROCESS OVER A RECTANGULAR REGION [J].
CHAN, AHC .
JOURNAL OF APPLIED PROBABILITY, 1975, 12 (04) :824-830
[2]   HEURISTIC APPROACH TO THE KOLMOGOROV-SMIRNOV THEOREMS [J].
DOOB, JL .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (03) :393-403
[3]   DISTRIBUTION ESTIMATES FOR FUNCTIONALS OF 2-PARAMETER WIENER PROCESS [J].
GOODMAN, V .
ANNALS OF PROBABILITY, 1976, 4 (06) :977-982
[4]  
Kiefer J., 1961, PAC J MATH, V11, P649, DOI DOI 10.2140/PJM.1961.11.649
[5]   ON CERTAIN CONFIDENCE CONTOURS FOR DISTRIBUTION FUNCTIONS [J].
MALMQUIST, S .
ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (03) :523-533
[6]   DISTRIBUTION OF SUPREMUM OF 2-PARAMETER YEH-WIENER PROCESS ON BOUNDARY [J].
PARANJAPE, SR ;
PARK, C .
JOURNAL OF APPLIED PROBABILITY, 1973, 10 (04) :875-880
[7]  
PARANJAPE SR, 1973, J MULTIVARIATE ANAL, V3, P132
[8]  
Yeh J., 1960, T AM MATH SOC, V95, P433
[9]  
Yeh J., 1973, STOCHASTIC PROCESSES