The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time (Q2986700)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time |
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The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time (English)
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16 May 2017
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Gauss-Markov process
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running maximum
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first-passage time
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Brownian motion
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Ornstein-Uhlenbeck process
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