On the First Passage of the Integrated Wiener Process
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(35)- Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
- Approximate expected hitting times of certain state variables of physics and economics
- First-passage problems for degenerate two-dimensional diffusion processes
- Integrated Brownian motion, conditioned to be positive
- The Vlasov-Poisson-Fokker-Planck equation in an interval with kinetic absorbing boundary conditions
- An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion
- Universality of the asymptotics of the one-sided exit problem for integrated processes
- Record statistics of integrated random walks and the random acceleration process
- Reflecting a Langevin process at an absorbing boundary
- Some limiting laws associated with the integrated Brownian motion
- Persistence probabilities and exponents
- Occupation time statistics of the random acceleration model
- Hitting-Time Densities of a Two-Dimensional Markov Process
- A characterization of the first hitting time of double integral processes to curved boundaries
- Mean First-Passage Time to Zero for Wear Processes
- Multiresolution Hilbert approach to multidimensional Gauss-Markov processes
- A new approach to goodness-of-fit testing based on the integrated empirical process*
- Persistence of integrated stable processes
- Non-equilibrium thermodynamics of diffusion in fluctuating potentials
- Persistence probabilities of mixed FBM and other mixed processes
- Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion
- A Markovian event-based framework for stochastic spiking neural networks
- Random acceleration process on finite intervals under stochastic restarting
- Random acceleration process under stochastic resetting
- Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral
- A first-passage-place problem for integrated diffusion processes
- A Langevin process reflected at a partially elastic boundary. I
- Inertial Lévy flights in bounded domains
- The dichotomous acceleration process in one dimension: position fluctuations
- An application of Sparre Andersen's fluctuation theorem for exchangeable and sign-invariant random variables
- Side boundary potentials for a Kolmogorov-type PDE
- A first-passage problem for exponential integrated diffusion processes
- A Bayesian approach to functional mixed-effects modeling for longitudinal data with binomial outcomes
- Some topics in random walks
- On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data
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