{
  "id": "1307.5970",
  "version": "v2",
  "published": "2013-07-23T08:11:15.000Z",
  "updated": "2017-07-11T09:11:59.000Z",
  "title": "On the representation of an integrated Gauss-Markov process",
  "authors": [
    "Mario Abundo"
  ],
  "comment": "This is a new, revised version which corrects an error in the previous version",
  "journal": "Scientiae Mathematicae Japonicae Online 26 (2013) 719-723",
  "categories": [
    "math.PR"
  ],
  "abstract": "We find a representation of the integral of a Gauss-Markov process in the interval [0, t], in terms of Brownian motion. Moreover, some connections with first-passagetime problems are discussed, and some examples are reported.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-07-23T08:11:15.000Z",
      "comment": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2017-07-11T09:11:59.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60",
      "60H05",
      "60H10"
    ],
    "keywords": [
      "integrated gauss-markov process",
      "representation",
      "brownian motion",
      "first-passagetime problems"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1307.5970A"
    }
  }
}