A first-passage-place problem for integrated diffusion processes (Q6198960): Difference between revisions

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+https://doi.org/10.1017/jpr.2023.19
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+W4377244946
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+On the first-passage time of an integrated Gauss-Markov process
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+The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time
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+The escape probability for integrated Brownian motion with non-zero drift
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+Q5528194
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+On the First Passage of the Integrated Wiener Process
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+On the first-passage time of integrated Brownian motion
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+Q3923307
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+Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)
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+First-Passage Densities of a Two-Dimensional Process
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+Maximizing the expected remaining useful lifetime of a weakly controlled device
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+A winding problem for a resonator driven by a white noise
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+Q5358001
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+Publication:6198960