A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
The authors note that the formula given in the correction note by \textit{B. Leblanc, O. Renault} and \textit{O. Scaillet} [ibid. 4, No. 1, 109--111 (2000; Zbl 0944.60027)] for the distribution of the first hitting time of \(b\) by an Ornstein-Uhlenbeck process starting from \(a\) is true only in the case \(b=0\). A correction to the formula is proposed.
scientific article; zbMATH DE number 2169537