On the first-passage time of an integrated Gauss-Markov process

zbMath1361.60065arXiv1506.01155MaRDI QIDQ2971308

Mario Abundo

Publication date: 4 April 2017

Full work available at URL: https://arxiv.org/abs/1506.01155

zbMATH Keywords

diffusionfirst-passage timeGauss-Markov process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05)

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