A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference14 articles.
1. Some conditional crossing results of Brownian motion over a piece-wise linear boundary;Abundo;Statist. Probab. Lett.,2002
2. On the maximum of the generalised Brownian Bridge;Benghin;Liet. Matem. Rink,1999
3. Convergence of Probability Measures;Billingsley,1968
4. Asymptotics of a boundary crossing probability of a Brownian bridge with general trend;Bischoff;Methodology Comput. Appl. Probab.,2003
5. Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test;Bischoff;Ann. Inst. Statist. Math.,2003
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