Pages that link to "Item:Q963532"
From MaRDI portal
The following pages link to First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process (Q963532):
Displaying 5 items.
- The problem of discrete Markov diffusion leaving an interval (Q333567) (← links)
- First hitting problems for Markov chains that converge to a geometric Brownian motion (Q410646) (← links)
- On a discrete version of the CIR process (Q2846807) (← links)
- Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect (Q5407031) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)