Abstract
Let {W(t), 0 ≦ t < ∞} be the standard Wiener process. The main purpose of this paper is to present ways of obtaining probabilities of Wiener paths crossing certain curves on various intervals. The results are extended to other kinds of Gaussian processes.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
53 articles.
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