Hostname: page-component-cd9895bd7-q99xh Total loading time: 0 Render date: 2024-12-29T07:52:03.707Z Has data issue: false hasContentIssue false
  • English
  • Français

On the transition density of a multidimensional parameter Wiener process with one barrier

Published online by Cambridge University Press:  14 July 2016

E. M. Cabaña
E. M. Cabaña*
Affiliation:
Universidad Simón Bolívar
*
∗ Postal address: Department of Mathematics, Universidad Simón Bolívar, Apartado Postal No. 80659, Caracas, Venezuela.
Get access Rights & Permissions [Opens in a new window]

Abstract

An upper estimate of the probability density of d-parameter Wiener process with one barrier, already known for d = 2, is extended for general d.

Keywords

BARRIER PROBLEMMULTIVARIATE KOLMOGOROV–SMIRNOV TEST
Type
Short Communications
Information
Journal of Applied Probability , Volume 21 , Issue 1 , March 1984 , pp. 197 - 200
Copyright
Copyright © Applied Probability Trust 1984 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Cabaña, E. M (1975) Una aplicación estadística del movimiento browniano plano. CIENES.Google Scholar
[2] Cabaña, E. M. and Wschebor, M. (1982) The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum. Ann. Prob. 10, 289–302.CrossRefGoogle Scholar
[3] Goodman, V. (1976) Distribution estimates for functionals of the two-parameter Wiener process. Ann. Prob. 4, 977–982.CrossRefGoogle Scholar
[4] Pyke, R. (1975) Multidimensional empirical processes: some comments. In Statistical Inference and Related Topics, ed. Puri, M. L., Academic Press, New York, 45–48.CrossRefGoogle Scholar