Pages that link to "Item:Q2283669"

The following pages link to Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669):

Displaying 7 items.

• On the asymptotic behavior of first passage time densities for stationary Gaussian processes and varying boundaries (Q1405355) (← links)
• First-passage times and related moments for continuous-time birth-death chains (Q2281540) (← links)
• Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function (Q2905808) (← links)
• Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (Q3556736) (← links)
• First passage times for some classes of fractional time-changed diffusions (Q5085217) (← links)
• Exact simulation of first exit times for one-dimensional diffusion processes (Q5108959) (← links)
• On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) (← links)