The distribution of a functional of the Wiener process and its application to the Brownian sheet

O. I. Klesov; N. V. Kruglova

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The distribution of a functional of the Wiener process and its application to the Brownian sheet

机译：维纳过程的功能分布及其在布朗表中的应用

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摘要

We obtain the probability that the Wiener process does not exceed a barrier being a polygonal line. As a consequence, we find the distribution of the Brownian sheet restricted to a polygonal line.

机译：我们获得了维纳过程未超过障碍物为折线的可能性。结果，我们发现布朗表的分布限制为一条折线。

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来源
《Statistics: A Journal of Theoretical and Applied Statistics》 |2011年第1期|p.19-26|共8页
作者
O. I. Klesov; N. V. Kruglova;
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作者单位

Department of Mathematical Analysis and Probability Theory, National Technical University of Ukraine, Peremogy Avenue, 37, 03056, Kiev, Ukraine;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
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入库时间 2022-08-18 00:58:14

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The distribution of a functional of the Wiener process and its application to the Brownian sheet

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