Author:
Abundo Marco,Abundo Mario
Publisher
Springer International Publishing
Reference10 articles.
1. Abundo, M.: The mean of the running maximum of an integrated Gauss-Markov process and the connection with its first-passage time. Stoch. Anal. Appl. 35(3), 499–510 (2017).
https://doi.org/10.1080/073629942015.1099047
2. Abundo, M.: On the first-passage time of an integrated Gauss-Markov process. Scientiae Mathematicae Japonicae Online e-2015 28, 1–14 (2015)
3. Abundo, M.: On the representation of an integrated Gauss-Markov process. Scientiae Mathematicae Japonicae Online e-2013 26, 719–723 (2013)
4. Abundo, M.: Limit at zero of the first-passage time density and the inverse problem for one-dimensional diffusions. Stoch. Anal. Appl. 24(1), 1119–1145 (2006)
5. Abundo, M.: Some conditional crossing results of Brownian motion over a piecewise-linear boundary. Stat. Probab. Lett. 58(2), 131–145 (2002)