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The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations - MaRDI portal

The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations (Q2410408)

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The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations
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    The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations (English)
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    18 October 2017
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    first passage time
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    Ornstein-Uhlenbeck process
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    coherent impulse excitation
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    alpha function approximation
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    convergence in probability
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