Abstract
We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed.
Citation
Laurent Decreusefond. David Nualart. "Hitting times for Gaussian processes." Ann. Probab. 36 (1) 319 - 330, January 2008. https://doi.org/10.1214/009117907000000132
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