Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics

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Serval ID
serval:BIB_C4B819B956CB
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics
Journal
Journal of Theoretical Probability
Author(s)
Hashorva Enkelejd, Mishura Yuliya, Shevchenko Georgiy
ISSN
0894-9840
1572-9230
Publication state
Published
Issued date
06/2021
Peer-reviewed
Oui
Volume
34
Number
2
Pages
728-754
Language
english
Keywords
Statistics, Probability and Uncertainty, Statistics and Probability, General Mathematics
URN
urn:nbn:ch:serval-BIB_C4B819B956CB4
OAI-PMH
oai:serval.unil.ch:BIB_C4B819B956CB
DOI
10.1007/s10959-020-01002-3
Web of science
000520986800001
Funding(s)
Swiss National Science Foundation / 200021-175752
Create date
22/03/2020 19:07
Last modification date
21/11/2022 8:28
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