Journal ArticleOPEN ACCESS

Hitting times for gaussian processes

Annals of Probability (2008) 36(1) 319-330
DOI: 10.1214/009117907000000132
24Citations
Citations of this article
20Readers
Mendeley users who have this article in their library.

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. © Institute of Mathematical Statistics, 2008.

Author supplied keywords

Cite

CITATION STYLE

APA

Decreusefond, L., & Nualart, D. (2008). Hitting times for gaussian processes. Annals of Probability, 36(1), 319–330. https://doi.org/10.1214/009117907000000132

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free