Asymptotic distributions for the Ornstein-Uhlenbeck process
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Publication:4062460
DOI10.2307/3212412zbMath0306.60045OpenAlexW2330659739MaRDI QIDQ4062460
Publication date: 1975
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212412
Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)
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