Pages that link to "Item:Q1979085"

The following pages link to A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary (Q1979085):

Displaying 14 items.

• A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
• Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• A Haar-like construction for the Ornstein Uhlenbeck process (Q944969) (← links)
• Random locations of periodic stationary processes (Q1730936) (← links)
• On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837) (← links)
• OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213) (← links)
• On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
• Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← links)
• Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
• Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
• FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES (Q5462701) (← links)
• Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹ (Q5711161) (← links)