A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary (Q1977704)
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scientific article; zbMATH DE number 1449044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary |
scientific article; zbMATH DE number 1449044 |
Statements
A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary (English)
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18 May 2000
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moments
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diffusion
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first passage time
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