Abstract
It is considered the integrated process X(t) = (formula presented), where Y (t) is a Gauss-Markov process starting from y. The first-passage time (FPT) of X through a constant boundary and the first-exit time of X from an interval (a, b) are investigated, generalizing some results on FPT of integrated Brownian motion.
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APA
Abundo, M., & Abundo, M. (2015). Some remarks on first-passage times for integrated gauss-markov processes. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 9520, pp. 135–142). Springer Verlag. https://doi.org/10.1007/978-3-319-27340-2_18
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