First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses (Q6550286)

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scientific article; zbMATH DE number 7860053
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English
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
scientific article; zbMATH DE number 7860053

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    First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses (English)
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    5 June 2024
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