PROBABILITIES OF WIENER PATHS CROSSING DIFFERENTIABLE CURVES

被引：12

作者：

PARK, C ^{[1
]}

PARANJAPE, SR ^{[1
]}

机构：

[1] UNIV MIAMI, CORAL GABLES, FL 33124 USA

来源：

关键词：

D O I：

10.2140/pjm.1974.53.579

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：579 / 583

页数：5

共 11 条

[1] Transformations of Wiener integrals under translations
Cameron, RH
Martin, WT
[J]. ANNALS OF MATHEMATICS, 1944, 45 : 386 - 396
[2] Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[3] HEURISTIC APPROACH TO THE KOLMOGOROV-SMIRNOV THEOREMS
DOOB, JL
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (03): : 393 - 403
[4] BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION AND POISSON PROCESSES AND TECHNIQUES FOR COMPUTING POWER OF KOLMOGOROV-SMIRNOV TEST
DURBIN, J
[J]. JOURNAL OF APPLIED PROBABILITY, 1971, 8 (03) : 431 - +
[5] GIKHMAN I. I., 1969, INTRO THEORY RANDOM
[6] ON CERTAIN CONFIDENCE CONTOURS FOR DISTRIBUTION FUNCTIONS
MALMQUIST, S
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (03): : 523 - 533
[7] RADON-NIKODYM DERIVATIVES OF GAUSSIAN MEASURES
SHEPP, LA
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02): : 321 - &
[8] BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION
SMITH, CS
[J]. JOURNAL OF APPLIED PROBABILITY, 1972, 9 (04) : 857 - 861
[9] Takacs L., 1967, COMBINATOTIAL METHOD
[10] Tricomi FG., 1957, INTEGRAL EQUATIONS