On the first-passage time of integrated Brownian motion.

Hesse, Christian H.. "On the first-passage time of integrated Brownian motion.." Journal of Applied Mathematics and Stochastic Analysis 2005.3 (2005): 237-246. <http://eudml.org/doc/52920>.

@article{Hesse2005,
author = {Hesse, Christian H.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {First-passage time; integrated Brownian motion; integrated Markov process; Kolmogorov diffusion; local martingale; conditional moment; stopping time; dominant balance},
language = {eng},
number = {3},
pages = {237-246},
publisher = {Hindawi Publishing Corporation, New York},
title = {On the first-passage time of integrated Brownian motion.},
url = {http://eudml.org/doc/52920},
volume = {2005},
year = {2005},
}

TY - JOUR
AU - Hesse, Christian H.
TI - On the first-passage time of integrated Brownian motion.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2005
PB - Hindawi Publishing Corporation, New York
VL - 2005
IS - 3
SP - 237
EP - 246
LA - eng
KW - First-passage time; integrated Brownian motion; integrated Markov process; Kolmogorov diffusion; local martingale; conditional moment; stopping time; dominant balance
UR - http://eudml.org/doc/52920
ER -