Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669)
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| Language | Label | Description | Also known as |
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| English | Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes |
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Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (English)
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13 January 2020
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first passage time problem
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Ornstein-Uhlenbeck process
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time-dependent boundaries
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Gauss-Markov processes
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