The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Csáki, E., Khoshnevisan, D. and Shi, Z., Boundary crossings and the distribution function of the maximum of Brownian sheet. Preprint. Math Review Number not available
  2. Fukushima, M., Basic properties of Brownian motion and a capacity on the Wiener space. J. Math. Soc. Japan 36, (1984) 161-176 Math. Review 85h:60114
  3. Malliavin, P., Stochastic calaculus of variation and hypoelliptic operators. Proc. International Symp. Stoch. Diff. Eq. (Kyoto 1976), pp. 195-263. Wiley, New York, 1978 Math. Review 81f:60083
  4. Uchiyama, K., Brownian first exit from and sojourn over one sided moving boundary and applications. Z. Wahrsch. Verw. Gebiete, 54, pp. 75-116, 1980 Math. Review 82c:60143
  5. Williams, D., Appendix to P.-A. Meyer: Note sur les processus d'Ornstein-Uhlenbeck. Sém. de Probab. XVI. Lecture Notes in Mathematics, 920, p. 133. Springer, Berlin, 1982. Math. Review 84i:60103


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.