DISTRIBUTION ESTIMATES FOR FUNCTIONALS OF 2-PARAMETER WIENER PROCESS

被引:20
作者
GOODMAN, V [1 ]
机构
[1] INDIANA UNIV,DEPT MATH,BLOOMINGTON,IN 47401
关键词
D O I
10.1214/aop/1176995940
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
收藏
页码:977 / 982
页数:6
相关论文
共 15 条
[11]   SAMPLE FUNCTIONS OF N-PARAMETER WIENER PROCESS [J].
OREY, S ;
PRUITT, WE .
ANNALS OF PROBABILITY, 1973, 1 (01) :138-163
[12]   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
[13]  
PYKE R, STOCHASTIC GEOMETRY
[14]  
Wiener N., 1923, J MATH PHYS, V2, P132
[15]  
YEH J, T AM MATH SOC, V95, P443