On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process (Q4981818)
From MaRDI portal
scientific article; zbMATH DE number 6308325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process |
scientific article; zbMATH DE number 6308325 |
Statements
On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process (English)
0 references
25 June 2014
0 references
Ornstein-Uhlenbeck process
0 references
first hitting time
0 references
conditional transition density
0 references
exponential thresholds
0 references
Fokker-Planck equation
0 references
0 references
0 references
0 references
