Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161)
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scientific article; zbMATH DE number 2237349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> |
scientific article; zbMATH DE number 2237349 |
Statements
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (English)
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9 December 2005
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Bessel bridge
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Fourier transform
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Laplace transform
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