Lower tail probabilities for Gaussian processes

By Wenbo V. Li, Qi-Man Shao. 2004

57 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/d6549cc6ecdf4bdf2c657441f06fa17d20bc4484

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Wenbo V. Li

In Mathematical Physics

1. Wenbo V. Li
2. Adam J Harper

Citations in the corpus

• The first exit time of a Brownian motion from an unbounded convex domain (2003, background): “One is lower tail probabilities which study P (supt∈S(Xt −Xt0) ≤ x) as x → 0, with t0 ∈ S fixed, see Li and Shao (2002a) for details.”