Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes (Q4311569)
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scientific article; zbMATH DE number 679476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes |
scientific article; zbMATH DE number 679476 |
Statements
Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes (English)
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30 October 1994
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Ornstein-Uhlenbeck process
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principal eigenvalue
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Dirichlet problem
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harmonic oscillator
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