The one-sided barrier problem for an integrated ornstein-uhlenbeck process (Q3983737)
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scientific article; zbMATH DE number 27229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The one-sided barrier problem for an integrated ornstein-uhlenbeck process |
scientific article; zbMATH DE number 27229 |
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The one-sided barrier problem for an integrated ornstein-uhlenbeck process (English)
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27 June 1992
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first-passage problem
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Ornstein-Uhlenbeck process
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particle sedimentation in fluids
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local martingale
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perturbation methods
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0.8958999
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0.8773558
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0.8662025
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0.8611125
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0.8609818
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