The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time (Q2986700): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:06, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time |
scientific article |
Statements
The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time (English)
0 references
16 May 2017
0 references
Gauss-Markov process
0 references
running maximum
0 references
first-passage time
0 references
Brownian motion
0 references
Ornstein-Uhlenbeck process
0 references
