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Analytical survival analysis of the Ornstein-Uhlenbeck process - MaRDI portal

Analytical survival analysis of the Ornstein-Uhlenbeck process (Q2659355)

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Analytical survival analysis of the Ornstein-Uhlenbeck process
scientific article

    Statements

    title
    Analytical survival analysis of the Ornstein-Uhlenbeck process (English)
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    author
    L. T. Giorgini
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    W. Moon
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    J. S. Wettlaufer
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    publication date
    26 March 2021
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    zbMATH Keywords
    survival probability
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    Ornstein-Uhlenbeck process
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    Fokker-Planck equation
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    asymptotics
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    cites work
    Q4002557
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    Q5253267
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    Q4527524
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    Q4940095
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    Q4161130
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    35Q84
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    82C31
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    zbMATH DE Number
    7328007
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    OpenAlex ID
    W3097302301
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    arXiv ID
    2006.13197
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