EVALUATIONS OF ABSORPTION PROBABILITIES FOR THE WIENER PROCESS ON LARGE INTERVALS

被引：6

作者：

PARK, C

SCHUURMANN, FJ

机构：

来源：

关键词：

D O I：

10.2307/3213026

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：363 / 372

页数：10

共 9 条

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DOOB, JL
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (03): : 393 - 403
[4] Feller W., 1957, INTRO PROBABILITY TH, V1
[5] EVALUATIONS OF BARRIER-CROSSING PROBABILITIES OF WIENER PATHS
PARK, C
SCHUURMANN, FJ
[J]. JOURNAL OF APPLIED PROBABILITY, 1976, 13 (02) : 267 - 275
[6] PARK C, 1974, PACIFIC J MATH, V50, P579
[7] Rosenblatt M., 1974, RANDOM PROCESSES
[8] RADON-NIKODYM DERIVATIVES OF GAUSSIAN MEASURES
SHEPP, LA
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02): : 321 - &
[9] TAKACS L., 1967, COMBINATORIAL METHOD