Atkinson, Michael P.; Singham, Dashi I. - In: Statistics & Probability Letters 100 (2015) C, pp. 85-92
We calculate several hitting time probabilities for a correlated multidimensional Brownian bridge process, where the boundaries are hyperplanes that move linearly with time. We compute the probability that a Brownian bridge will cross a moving hyperplane if the endpoints of the bridge lie on the...
