Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan - In: Stochastic Processes and their Applications 90 (2000) 1, pp. 1-18
Our main intention is to describe the behavior of the (cumulative) distribution function of the random variable M0,1 := sup0[less-than-or-equals, slant]s,t[less-than-or-equals, slant]1 W(s,t) near 0, where W denotes one-dimensional, two-parameter Brownian sheet. A remarkable result of Florit and...