First hitting place distributions for the Ornstein-Uhlenbeck process (Q1380663)
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scientific article; zbMATH DE number 1125740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First hitting place distributions for the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 1125740 |
Statements
First hitting place distributions for the Ornstein-Uhlenbeck process (English)
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13 July 1998
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Brownian motion
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parabolic cylinder function
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