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| HAL: hal-00079171, version 1 |
| arXiv: math.PR/0606086 |
| Detailed view |  Export this paper |
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| Annals of Probability 36, 1 (2008) 319--330 |
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| Hitting times for Gaussian processes |
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| L. Decreusefond 1D. Nualart |
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| (2008) |
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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 in particular cases like the fractional Brownian motion are discussed. |
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| 1: | Laboratoire Traitement et Communication de l'Information [Paris] (LTCI) |
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Télécom ParisTech – CNRS : UMR5141 |
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| Subject | : | Mathematics/Probability |
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| Fulltext link: |
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| http://fr.arXiv.org/abs/math.PR/0606086 |
| hal-00079171, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00079171 | |
| oai:hal.archives-ouvertes.fr:hal-00079171 | |
| From: Laurent Decreusefond | |
| Submitted on: Friday, 9 June 2006 14:03:04 | |
| Updated on: Friday, 11 March 2011 10:49:06 | |
