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FAN YANG

There are 1 included publications by FAN YANG :

TitleDateViewsBrief Description
ESTIMATION OF THE PROBABILITY A BROWNIAN BRIDGE CROSSES A CONCAVE BOUNDARY 2010 866 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...