Boundary crossing probabilities for (q,d)-Slepian-processes

Author:

Bischoff WolfgangORCID,Gegg Andreas

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference19 articles.

1. Ramp crossings for Slepian’s process;Abrahams;IEEE Trans. Inform. Theory,1984

2. A survey of recent progress on level-crossing problems for random processes;Abrahams,1986

3. Level Sets and Extrema of Random Processes and Fields;Azaïs,2009

4. Radon-Nikodym derivatives, passages and maxima for a Gaussian process with particular covariance and mean;Bar-David;J. Appl. Probab.,1975

5. The Cameron-Martin theorem for (p-)Slepian processes;Bischoff;J. Theoret. Probab.,2016

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. First passage times for Slepian process with linear and piecewise linear barriers;Extremes;2021-02-12

2. The Joint Distribution of Running Maximum of a Slepian Process;Methodology and Computing in Applied Probability;2017-10-24

3. BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM;International Journal of Theoretical and Applied Finance;2017-09

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