Some mean first-passage time approximations for the Ornstein-Uhlenbeck process
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Publication:4072590
DOI10.2307/3212877zbMath0313.60034OpenAlexW2331751624MaRDI QIDQ4072590
Publication date: 1975
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212877
Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Stochastic analysis (60H99)
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