Pages that link to "Item:Q2468429"
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The following pages link to Hitting times for Gaussian processes (Q2468429):
Displaying 19 items.
- Numerical computation of hitting time distributions of increasing Lévy processes (Q334063) (← links)
- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion (Q781802) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Functional limit theorems for a new class of non-stationary shot noise processes (Q1688617) (← links)
- Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution (Q2315144) (← links)
- Convergence of the empirical spectral distribution of Gaussian matrix-valued processes (Q2631835) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- Itô's formula for linear fractional PDEs (Q3541201) (← links)
- Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime (Q5013251) (← links)
- First passage times over stochastic boundaries for subdiffusive processes (Q5036094) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- First-exit times of an inverse Gaussian process (Q5085825) (← links)
- On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) (← links)
- An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion (Q5231185) (← links)
- Maximal Inequalities for Fractional Brownian Motion: An Overview (Q5420649) (← links)
- Stochastic ordering for hitting times of fractional Brownian motions (Q6540905) (← links)
- Statistical arbitrage under a fractal price model (Q6546999) (← links)
- Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion (Q6620103) (← links)
- Hyperbolic embedding of infinite-dimensional convex bodies (Q6668424) (← links)
