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An absorption probability for the Ornstein-Uhlenbeck process - MaRDI portal

An absorption probability for the Ornstein-Uhlenbeck process (Q4098454)

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scientific article; zbMATH DE number 3519684
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English
An absorption probability for the Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 3519684

    Statements

    title
    An absorption probability for the Ornstein-Uhlenbeck process (English)
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    author
    John P. Dirkse
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    publication date
    1975
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    Identifiers

    DOI
    10.2307/3212876
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    zbMATH DE Number
    3519684
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    OpenAlex ID
    W2317225411
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