On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary
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Publication:3025998
DOI10.2307/3214260zbMath0624.60086OpenAlexW4254145805MaRDI QIDQ3025998
Laura Sacerdote, Luigi M. Ricciardi
Publication date: 1987
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214260
Brownian motion (60J65) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)
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