Pages that link to "Item:Q2986700"
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The following pages link to The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time (Q2986700):
Displayed 7 items.
- A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution (Q1989376) (← links)
- Fractionally integrated Gauss-Markov processes and applications (Q2038125) (← links)
- Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
- The arctangent law for a certain random time related to one-dimensional diffusions (Q4607795) (← links)
- On short-term loan interest rate models: a first passage time approach (Q6156678) (← links)
- One-sided maximal inequalities for a randomly stopped Bessel process (Q6166464) (← links)
- A first-passage-place problem for integrated diffusion processes (Q6198960) (← links)