Pages that link to "Item:Q2471253"

The following pages link to A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253):

Displaying 22 items.

• Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
• On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693) (← links)
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
• On the densities of certain bounded diffusion processes (Q547272) (← links)
• Spectral gaps and exponential integrability of hitting times for linear diffusions (Q720737) (← links)
• Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
• A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models (Q999378) (← links)
• On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
• Modeling record-breaking stock prices (Q1782591) (← links)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms (Q2132543) (← links)
• The exit time and the dividend value function for one-dimensional diffusion processes (Q2318956) (← links)
• The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes (Q2381973) (← links)
• A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process (Q2949857) (← links)
• On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837) (← links)
• A Lower Bound for the First Passage Time Density of the Suprathreshold Ornstein-Uhlenbeck Process (Q3014982) (← links)
• Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← links)
• Profit optimization for cattle growing in a randomly fluctuating environment (Q5248224) (← links)
• Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average (Q5476149) (← links)
• Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹ (Q5711161) (← links)
• Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390) (← links)
• The first-passage area of Ornstein-Uhlenbeck process revisited (Q5880401) (← links)