A. Gegg

most citedBoundary crossing probabilities for

(q, d)

-Slepian-processes

7 citations · 11 across the 2 of their papers we have counts for

collaborators

2 papers

math.ST2016★ 7 cited

Boundary crossing probabilities for $(q, d)$ -Slepian-processes

Wolfgang Bischoff, Andreas Gegg

For $0 < q < d$ fixed let $W^{[q, d]} = (W_{t}^{[q, d]})_{t \in [q, d]}$ be a $(q, d)$ -Slepian-process defined as centered, stationary Gaussian process with continuous sample paths and covar…

math.PR2016★ 4 cited

The Cameron-Martin Theorem for (p-)Slepian processes

Wolfgang Bischoff, Andreas Gegg

We show a Cameron-Martin theorem for Slepian processes $W_{t} := \frac{1}{p} (B_{t} - B_{t - p}), t \in [p, 1]$ , where $p \geq \frac{1}{2}$ and $B_{s}$ is Brownian motion. More exactly, we…

Boundary crossing probabilities for (q,d)-Slepian-processes

The Cameron-Martin Theorem for (p-)Slepian processes

Boundary crossing probabilities for $(q, d)$ -Slepian-processes