Moment approximation of the first-passage time for the Ornstein-Uhlenbeck process (Q2730727)
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scientific article; zbMATH DE number 1624919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment approximation of the first-passage time for the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 1624919 |
Statements
20 September 2001
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Ornstein-Uhlenbeck process
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Moment approximation of the first-passage time for the Ornstein-Uhlenbeck process (English)
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