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Hitting times for Gaussian processes (2008)
| Content Provider | CiteSeerX |
|---|---|
| Author | Decreusefond, Laurent Nualart, David |
| Abstract | We 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. 1. Introduction. Consider |
| File Format | |
| Journal | Ann. Probab |
| Language | English |
| Publisher Date | 2008-01-01 |
| Access Restriction | Open |
| Subject Keyword | Gaussian Process General Formula Particular Case Fractional Brownian Motion Laplace Transform |
| Content Type | Text |
| Resource Type | Article |