مرکز منطقه ای اطلاع رساني علوم و فناوري - A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend

Title of article :

A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend

Author/Authors :

Wolfgang Bischoff، نويسنده , , Enkelejd Hashorva، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2005

Pages :

From page :

265

To page :

271

Keywords :

Boundary crossing probability , Brownian bridge with trend , Brownian motion with trend , Signal-plus-noisemodel , Cameron–Martin–Girsanov formula

Journal title :

Statistics and Probability Letters

Serial Year :

2005

Journal title :

Statistics and Probability Letters

Record number :

140564

Link To Document :