On the first hitting times to boundary of the reflected O-U process with two-sided barriers (Q5400692)
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scientific article; zbMATH DE number 6268652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the first hitting times to boundary of the reflected O-U process with two-sided barriers |
scientific article; zbMATH DE number 6268652 |
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On the first hitting times to boundary of the reflected O-U process with two-sided barriers (English)
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12 March 2014
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Ornstein-Uhlenbeck process
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reflected processes
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first hitting times
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