Hitting time for one class of Gaussian proccesses

2024/09/20 by Wang, Qingsong, Dorogovtsev, A. A.
#60G15 #60J45 #60J65 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2409.13797

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.

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