scientific article; zbMATH DE number 5059593
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Publication:5490250
zbMath1108.60069MaRDI QIDQ5490250
Jean-Luc Guilbault, Mario Lefebvre
Publication date: 26 January 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ornstein-Uhlenbeck processgeneralized Fourier seriesgeometric Brownian motion processhitting place problemKolomogorev backward equation
Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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