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Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes - MaRDI portal

Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes

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Publication:6506719

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zbMatharXiv:2210.01658MaRDI QIDQ6506719

Larbi Alili, Aria Ahari, Massimiliano Tamborrino

Publication date: 1 January 1

Mathematics Subject Classification ID

Heat equation (35K05) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

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