On the first-passage times of certain Gaussian processes, and related asymptotics

DOI10.1080/07362994.2020.1843495zbMath1475.60069OpenAlexW3104491093MaRDI QIDQ5155322

Mario Abundo

Publication date: 6 October 2021

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

Full work available at URL: https://doi.org/10.1080/07362994.2020.1843495

zbMATH Keywords

first passage timesGaussian processesGauss-Markov processses

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (2)

Asymptotic of the running maximum distribution of a Gaussian Bridge ⋮ Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition

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