Pages that link to "Item:Q2730727"
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The following pages link to Moment approximation of the first-passage time for the Ornstein-Uhlenbeck process (Q2730727):
Displaying 5 items.
- 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)
- Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← 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)