A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process (Q5871409)
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scientific article; zbMATH DE number 7643889
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| English | A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process |
scientific article; zbMATH DE number 7643889 |
Statements
A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process (English)
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19 January 2023
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last exit time
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nonlinear boundary
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Gaussian process
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limit theorem
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double exponential law
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0.952001690864563
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0.7922556400299072
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0.7834089398384094
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0.7615614533424377
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