On the maximum of the generalized Brownian bridge

Lithuanian Mathematical Journal

Volumn 39, Issue 2, 1999, Pages 157-167

  Beghin, L ^a   Orsingher, E ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Brownian bridge; Empirical process; First passage time; Maximal distribution; Rayleigh distribution; Two sided maximal distribution

Indexed keywords

EID: 53149105567     PISSN: 03631672     EISSN: 15738825     Source Type: Journal    
DOI: 10.1007/BF02469280     Document Type: Article

References (6)

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