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A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process - MaRDI portal

A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process (Q5871409)

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scientific article; zbMATH DE number 7643889
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A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process
scientific article; zbMATH DE number 7643889

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    A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process (English)
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    19 January 2023
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    last exit time
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    nonlinear boundary
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    Gaussian process
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    limit theorem
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    double exponential law
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