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

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+An inverse first-passage problem for one-dimensional diffusions with random starting point
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+Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
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+Some conditional crossing results of Brownian motion over a piecewise-linear boundary
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+On the maximum of the generalized Brownian bridge
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+On an approach to boundary crossing by stochastic processes
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+FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES
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+Q3671491
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