scientific article

zbMath0748.60076MaRDI QIDQ3990291

Mario Lefebvre

Publication date: 28 June 1992

Full work available at URL: http://www.labmath.uqam.ca/~annales/volumes/15-2.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Ornstein-Uhlenbeck processdiffusion processesfirst hitting timesfirst hitting placelognormal density function

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

First hitting place distributions for the Ornstein-Uhlenbeck process

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