Pages that link to "Item:Q1977704"
From MaRDI portal
The following pages link to A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary (Q1977704):
Displaying 17 items.
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
- On the evaluation of firing densities for periodically driven neuron models (Q938705) (← links)
- Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
- Restricted Ornstein-Uhlenbeck process and applications in neuronal models with periodic input signals (Q2345649) (← links)
- Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary (Q2481449) (← links)
- Moment approximation of the first-passage time for the Ornstein-Uhlenbeck process (Q2730727) (← links)
- A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process (Q2949857) (← links)
- First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
- (Q3750745) (← links)
- Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← links)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
- (Q5367993) (← links)
- On the first hitting times to boundary of the reflected O-U process with two-sided barriers (Q5400692) (← links)
- Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)
