scientific article; zbMATH DE number 1440008

MaRDI QIDQ4950003zbMATH OpenFDO

Authors Enrica Pirozzi, Sergio Rinaldi, E. Di Nardo

Publication date 7 May 2000

zbMATH Keywords

first passage time probability densitiessimulating sample pathsspectral densitiesstationary normal processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Monte Carlo methods (65C05)

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(2)

• Simulation of Gaussian processes and first passage time densities evaluation
• On first crossing time densities of normal processes with oscillatory covariances

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