The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time (Q2986700): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362994.2016.1273784
+Normal rank
@@ Property / OpenAlex ID @@
+W2578303252
@@ Property / OpenAlex ID: W2578303252 / rank @@
+Normal rank
@@ Property / cites work @@
+An inverse first-passage problem for one-dimensional diffusions with random starting point
+Normal rank
@@ Property / cites work @@
+Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+Some conditional crossing results of Brownian motion over a piecewise-linear boundary
+Normal rank
@@ Property / cites work @@
+On the maximum of the generalized Brownian bridge
@@ Property / cites work: On the maximum of the generalized Brownian bridge / rank @@
+Normal rank
@@ Property / cites work @@
+On an approach to boundary crossing by stochastic processes
+Normal rank
@@ Property / cites work @@
+FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES
+Normal rank
@@ Property / cites work @@
+Q3671491
@@ Property / cites work: Q3671491 / rank @@
+Normal rank