Evaluations of barrier-crossing probabilities of Wiener paths
- 1 June 1976
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 13 (2) , 267-275
- https://doi.org/10.2307/3212830
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.Keywords
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