Fractionally integrated Gauss-Markov processes and applications (Q2038125): Difference between revisions

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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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+An inverse first-passage problem for one-dimensional diffusions with random starting point
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+Dynamic models of long-memory processes driven by Lévy noise
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+Fractional queues with catastrophes and their transient behaviour
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+On a stochastic neuronal model integrating correlated inputs
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+Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
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+On Riemann-Liouville and Caputo derivatives
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+Some fractional and multifractional Gaussian processes: A brief introduction
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+An integrate-and-fire model to generate spike trains with long-range dependence
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+Integrate-and-Fire Neurons Driven by Correlated Stochastic Input
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+On the spectra of Riemann-Liouville fractional Brownian motion
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+Predicting integrals of stochastic processes
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+A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries
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+A Stochastic Model for Analysis of Longitudinal AIDS Data
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+A characterization of the first hitting time of double integral processes to curved boundaries
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