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A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process - MaRDI portal

A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process (Q4466270)

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scientific article; zbMATH DE number 2072038
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A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process
scientific article; zbMATH DE number 2072038

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    A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process (English)
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    9 June 2004
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