- Feature Paper
- Article
A Symmetry-Based Approach for First-Passage-Times of Gauss-Markov Processes through Daniels-Type Boundaries
- Enrica Pirozzi
Symmetry properties of the Brownian motion and of some diffusion processes are useful to specify the probability density functions and the first passage time density through specific boundaries. Here, we consider the class of Gauss-Markov processes a...