Hitting time for one class of Gaussian proccesses
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866912039324090368 |
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| author | Wang, Qingsong Dorogovtsev, A. A. |
| author_facet | Wang, Qingsong Dorogovtsev, A. A. |
| contents | In this paper we propose the method to find the hitting probabilities for Gaussian integrators. Using second quantization we obtain the sseries representation for such probabilities despite the fact that integrators can be non-Markov processes. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_13797 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Hitting time for one class of Gaussian proccesses Wang, Qingsong Dorogovtsev, A. A. Probability 60G15, 60J45, 60J65 In this paper we propose the method to find the hitting probabilities for Gaussian integrators. Using second quantization we obtain the sseries representation for such probabilities despite the fact that integrators can be non-Markov processes. |
| title | Hitting time for one class of Gaussian proccesses |
| topic | Probability 60G15, 60J45, 60J65 |
| url | https://arxiv.org/abs/2409.13797 |