Pages that link to "Item:Q2785315"
From MaRDI portal
The following pages link to Quelques martingales associées à l'intégrale du processus d'ornstein- uhlenbeck. application à l'étude despremiers instants d'atteinte (Q2785315):
Displaying 13 items.
- Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
- On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
- 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)
- First-passage problems for degenerate two-dimensional diffusion processes (Q1423860) (← links)
- First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
- A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet (Q2654728) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Geometric bounds on the Ornstein-Uhlenbeck velocity process (Q3322974) (← links)
- A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
- The probability distributions of the first hitting times of radial Ornstein–Uhlenbeck processes (Q5207354) (← links)
