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20122023
most citedOn the joint distribution of first-passage time and first-passage area of drifted Brownian motion

15 citations · 63 across the 13 of their papers we have counts for

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Showing 2013 · math.PRShow all

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math.PR2013★ 8 cited

On the representation of an integrated Gauss-Markov process

Mario Abundo

We find a representation of the integral of a Gauss-Markov process in the interval [0, t], in terms of Brownian motion. Moreover, some connections with first-passagetime problems a…