Boundary Non-crossings of Brownian Pillow
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-008-0191-5.pdf
Reference29 articles.
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3. Bischoff, W., Miller, F., Hashorva, E., Hüsler, J.: Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Methodol. Comput. Appl. Probab. 5(3), 271–287 (2003)
4. Bischoff, W., Hashorva, E., Hüsler, J., Miller, F.: Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Metrika 62, 85–98 (2005)
5. Borovkov, K., Novikov, A.: Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. J. Appl. Probab. 42, 82–92 (2005)
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