Confidence bands for Brownian motion and applications to Monte Carlo simulation.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/sac/KendallMR07
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https://dblp.l3s.de/d2r/resource/authors/Jean-Michel_Marin
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2007
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Confidence bands for Brownian motion and applications to Monte Carlo simulation.
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dc:
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Boundary crossing probability; Brownian motion; Central limit theorem; CUSUM; Local time; Monte Carlo path; Simultaneous confidence region
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Confidence bands for Brownian motion and applications to Monte Carlo simulation.
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