Hitting times for Gaussian processes
Decreusefond, Laurent ; Nualart, David
Ann. Probab., Tome 36 (2008) no. 1, p. 319-330 / Harvested from Project Euclid
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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.
Publié le : 2008-01-14
Classification:  Fractional Brownian motion,  hitting times,  60H05,  60G15,  60H07 
@article{1196268681,
     author = {Decreusefond, Laurent and Nualart, David},
     title = {Hitting times for Gaussian processes},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 319-330},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1196268681}
}

Decreusefond, Laurent; Nualart, David. Hitting times for Gaussian processes. Ann. Probab., Tome 36 (2008) no. 1, pp.  319-330. http://gdmltest.u-ga.fr/item/1196268681/