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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
