We consider a bivariate Gauss–Markov process and we study the first passage time of one
component through a constant boundary. We prove that its probability density function is the …

The Inverse First Passage time problem seeks to determine the boundary corresponding to
a given stochastic process and a fixed first passage time distribution. Here, we determine the …

Given a two-dimensional correlated diffusion process, we determine the joint density of the
first passage times of the process to some constant boundaries. This quantity depends on …

Abstract The Gauss–Diffusion processes are here considered and some relations between
their infinitesimal moments and mean and covariance functions are remarked. The …

arXiv:1307.5970v3 [math.PR] 19 Jul 2017 Page 1 arXiv:1307.5970v3 [math.PR] 19 Jul 2017
On the representation of an integrated Gauss-Markov process Mario Abundo∗ Abstract We …

Gauss-Markov process starting from y. The first-passage time (FPT) of X through a constant
boundary and the first-exit time of X from an interval (a, b) are investigated, generalizing …

Motivated by some unsolved problems of biological interest, such as the description of firing
probability densities for Leaky Integrate-and-Fire neuronal models, we consider the first …

For Gauss-Markov processes the asymptotic behaviors of the first passage time probability
density functions through certain time-varying boundaries are determined. Computational …

Motivated by the interest of first passage time problems in neurobiology and in a variety of
applied fields, we study the solution of first passage time equations for the Wiener and the …

Time-nonhomogeneous diffusion processes confined by a time dependent reflecting
boundary are investigated to obtain a system of integral equations concerning the transition …