Pages that link to "Item:Q1380663"

The following pages link to First hitting place distributions for the Ornstein-Uhlenbeck process (Q1380663):

Displaying 11 items.

• First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process (Q963532) (← links)
• Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process (Q1122869) (← links)
• A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary (Q1979085) (← links)
• Moments of first-passage places for jump-diffusion processes (Q2023838) (← links)
• First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
• Quelques martingales associées à l'intégrale du processus d'ornstein- uhlenbeck. application à l'étude despremiers instants d'atteinte (Q2785315) (← links)
• Geometric bounds on the Ornstein-Uhlenbeck velocity process (Q3322974) (← links)
• Autoregressive processes and first-hit probabilities for randomized random walks (Q3977673) (← links)
• First-passage problems for diffusion processes with state-dependent jumps (Q5081034) (← links)
• The probability distributions of the first hitting times of radial Ornstein–Uhlenbeck processes (Q5207354) (← links)
• Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹ (Q5711161) (← links)