Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390): Difference between revisions

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-.1088/1751-8121/abd677
@@ Property / DOI: 10.1088/1751-8121/abd677 / rank @@
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@@ Property / cites work @@
+A Guide to First-Passage Processes
@@ Property / cites work: A Guide to First-Passage Processes / rank @@
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+On the area under a continuous time Brownian motion till its first-passage time
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+The first-passage area for drifted Brownian motion and the moments of the Airy distribution
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+Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
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+The distribution of the area under a Bessel excursion and its moments
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+Statistics of the first passage time of Brownian motion conditioned by maximum value or area
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+Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces
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+On correlations between certain random variables associated with first passage Brownian motion
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+On the joint distribution of first-passage time and first-passage area of drifted Brownian motion
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+Statistics of first-passage Brownian functionals
@@ Property / cites work: Statistics of first-passage Brownian functionals / rank @@
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+Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
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+A diffusion approximation for a Markovian queue with reneging
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+Properties of the reflected Ornstein-Uhlenbeck process
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+Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations
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+On the moments of the firing interval of the diffusion approximated model neuron
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+First-passage-time density and moments of the ornstein-uhlenbeck process
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@@ Property / cites work @@
+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+First passage statistics for diffusing diffusivity
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+Non-Gaussian diffusion of mixed origins
@@ Property / cites work: Non-Gaussian diffusion of mixed origins / rank @@
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@@ Property / cites work @@
+On the First Passage Time Probability Problem
@@ Property / cites work: On the First Passage Time Probability Problem / rank @@
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+Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes
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+On the first hitting time density for a reducible diffusion process
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+Analytical survival analysis of the Ornstein-Uhlenbeck process
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+Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
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@@ Property / DOI @@
+.1088/1751-8121/ABD677
@@ Property / DOI: 10.1088/1751-8121/ABD677 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5876390