M. Abundo

activity

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 2015 · math.PRShow all

2 papers · 2 filters

math.PR2015★ 1 cited

A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary

Mario Abundo

We study an inverse first-passage-time problem for Wiener process $X (t)$ subject to hold and jump from a boundary $c .$ Let be given a threshold $S > X (0) \geq c,$ and a distribution f…

math.PR2015★ 13 cited

On the first-passage time of an integrated Gauss-Markov process

Mario Abundo

It is considered the integrated process $X (t) = x + \int_{0}^{t} Y (s) d s,$ where $Y (t)$ is a Gauss-Markov process starting from $y .$ The first-passage time (FPT) of $X$ through a cons…