On the asymptotic behavior of first passage time densities for stationary Gaussian processes and varying boundaries
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Publication:1405355
DOI10.1023/A:1024561819675zbMath1031.60027OpenAlexW1544909000MaRDI QIDQ1405355
Elvira di Nardo, Luigi M. Ricciardi, Enrica Pirozzi, Amelia G. Nobile
Publication date: 25 August 2003
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1024561819675
Gaussian processes (60G15) Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40)
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