First-passage times for the Uhlenbeck-Ornstein process (Q4721344)
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scientific article; zbMATH DE number 3994691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-passage times for the Uhlenbeck-Ornstein process |
scientific article; zbMATH DE number 3994691 |
Statements
First-passage times for the Uhlenbeck-Ornstein process (English)
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1986
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numerical solution
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Laplace-transformed backward Kramers equation
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first- passage time
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boundary layer theory
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