On the first hitting times to boundary of the reflected O-U process with two-sided barriers

DOI10.12988/IJCMS.2013.13024zbMath1286.60079OpenAlexW2513642276MaRDI QIDQ5400692

Ziping Du, Li-Dong Zhang, Xi-Min Rong

Publication date: 12 March 2014

Published in: International Journal of Contemporary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/468b7f2a2e0bc3ee8dd08026be0fd11b410eeb6f

zbMATH Keywords

Ornstein-Uhlenbeck processfirst hitting timesreflected processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

This page was built for publication: On the first hitting times to boundary of the reflected O-U process with two-sided barriers