FAN YANG
There are 1 included publications by FAN YANG :
| Title | Date | Views | Brief Description |
|---|
| ESTIMATION OF THE PROBABILITY A BROWNIAN BRIDGE CROSSES A CONCAVE BOUNDARY |
2010 |
690045 |
This thesis studies a new method to estimate the probability that a Brownian bridge crosses a concave boundary. We show that a Brownian bridge crosses a concave boundary if and only if its least concave majorant crosses said concave boundary. As such... |