Timeline for Probability of general Brownian (or non) bridge to be higher than given parameter?
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
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| Jul 5, 2017 at 17:37 | vote | accept | Alexander Chervov | ||
| May 10, 2017 at 15:33 | answer | added | ofer zeitouni | timeline score: 4 | |
| May 6, 2017 at 13:13 | history | edited | Alexander Chervov | CC BY-SA 3.0 |
added 437 characters in body
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| May 6, 2017 at 12:55 | history | edited | Alexander Chervov | CC BY-SA 3.0 |
added 950 characters in body
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| May 6, 2017 at 12:23 | comment | added | Alexander Chervov | @MattF. Thank you very very much ! I hope that the paper gives the answer, however I am not completely sure - they consider more general case than I need and we need to set u=t to get my case, which however causes division by zero in their formula - it very might be that it is not a problem we just need to write $\infty$ and their formula simplifies at lot. However I am not 100% sure. | |
| May 5, 2017 at 20:54 | comment | added | user44143 | By googling I find: "the maximum of the generalized Brownian bridge", theorem 2.1. researchgate.net/publication/… | |
| May 5, 2017 at 20:51 | answer | added | Vilhelm Agdur | timeline score: 2 | |
| May 5, 2017 at 20:07 | history | edited | Alexander Chervov | CC BY-SA 3.0 |
edited title
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| May 5, 2017 at 19:43 | history | asked | Alexander Chervov | CC BY-SA 3.0 |