Pacific Journal of Mathematics

Distribution estimates of barrier-crossing probabilities of the Yeh-Wiener process.

C. Park and D. L. Skoug

Article information

Source
Pacific J. Math., Volume 78, Number 2 (1978), 455-466.

Dates
First available in Project Euclid: 8 December 2004

Permanent link to this document
https://projecteuclid.org/euclid.pjm/1102806143

Mathematical Reviews number (MathSciNet)
MR519766

Zentralblatt MATH identifier
0394.60079

Subjects
Primary: 60J65: Brownian motion [See also 58J65]
Secondary: 60G15: Gaussian processes

Citation

Park, C.; Skoug, D. L. Distribution estimates of barrier-crossing probabilities of the Yeh-Wiener process. Pacific J. Math. 78 (1978), no. 2, 455--466. https://projecteuclid.org/euclid.pjm/1102806143


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References

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