Hitting time for one class of Gaussian proccesses
Probability
2024-09-24 v1
Abstract
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.
Cite
@article{arxiv.2409.13797,
title = {Hitting time for one class of Gaussian proccesses},
author = {Qingsong Wang and A. A. Dorogovtsev},
journal= {arXiv preprint arXiv:2409.13797},
year = {2024}
}
Comments
17 pages