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Communications in Statistics - Theory and Methods Volume 33, 2004 - Issue 7
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Original Articles

Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions

Arnold Janssen Mathematical Institute, Heinrich-Heine-University, Düsseldorf, Germany; Mathematical Institute, Heinrich-Heine-University, Universitätsstr. 1, D-40225, Düsseldorf, GermanyCorrespondence[email protected]
&
Michael Kunz Schering Company, Berlin, Germany
Pages 1445-1464 | Published online: 15 Feb 2007

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Read on this site (2)

Enkelejd Hashorva, Yuliya Mishura & Oleg Seleznjev. (2015) Boundary non-crossing probabilities for fractional Brownian motion with trend. Stochastics 87:6, pages 946-965.
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Wolfgang Bischoff, Enkelejd Hashorva & Jürg Hüsler. (2007) An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend. Communications in Statistics - Theory and Methods 36:16, pages 2821-2828.
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Articles from other publishers (4)

Michael Falk, Jürg Hüsler & Rolf-Dieter ReissMichael Falk, Jürg Hüsler & Rolf-Dieter Reiss. 2011. Laws of Small Numbers: Extremes and Rare Events. Laws of Small Numbers: Extremes and Rare Events 381 418 .
Enkelejd Hashorva. (2008) Boundary Non-crossings of Brownian Pillow. Journal of Theoretical Probability 23:1, pages 193-208.
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Wolfgang Bischoff & Enkelejd Hashorva. (2005) A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend. Statistics & Probability Letters 74:3, pages 265-271.
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Enkelejd Hashorva. (2005) Boundary Crossings of Brownian Motion. Electronic Communications in Probability 10:none.
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