FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349)
From MaRDI portal
scientific article; zbMATH DE number 6141652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES |
scientific article; zbMATH DE number 6141652 |
Statements
FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (English)
0 references
5 March 2013
0 references
reflected processes
0 references
Ornstein-Uhlenbeck processes
0 references
stable processes
0 references
first passage time
0 references
Laplace transform
0 references
Mellin transform
0 references
0 references
0 references
0 references
