On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693)
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scientific article; zbMATH DE number 6242157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the reflected Ornstein-Uhlenbeck process with catastrophes |
scientific article; zbMATH DE number 6242157 |
Statements
On the reflected Ornstein-Uhlenbeck process with catastrophes (English)
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23 December 2013
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jump diffusion
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steady-state distribution
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transient densities
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first passage time
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first visit time
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