Hitting times for Gaussian processes

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dc.creatorDecreusefond, Laurent
dc.creatorNualart, David
dc.date2006-06-04
dc.date2007-12-27
dc.date.accessioned2026-07-07T08:52:13Z
dc.date.available2026-07-07T08:52:13Z
dc.descriptionWe establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed.
dc.descriptionPublished in at http://dx.doi.org/10.1214/009117907000000132 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0606086
dc.identifierhttp://arxiv.org/abs/math/0606086
dc.identifierAnnals of Probability 2008, Vol. 36, No. 1, 319-330
dc.identifierdoi:10.1214/009117907000000132
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145205
dc.subjectProbability
dc.subject60H05 (Primary) 60G15, 60H07 (Secondary)
dc.titleHitting times for Gaussian processes
dc.typetext

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