A note on transition density for the reflected Ornstein-Uhlenbeck process
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Publication:419183
DOI10.1016/j.spl.2011.11.019zbMath1241.60040OpenAlexW2038057735MaRDI QIDQ419183
Xuewei Yang, Yongsheng Xing, Xiao-yu Xing
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.019
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Laplace transform (44A10) Transition functions, generators and resolvents (60J35)
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Cites Work
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