First passage time for some stationary processes

DOI10.1016/S0304-4149(98)00088-XzbMath0961.60046MaRDI QIDQ1593620

George Haiman

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

first passage timeincrements of Wiener processstationary \(T\)-dependent processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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