First-passage-time density and moments of the ornstein-uhlenbeck process
type: Item
instance of: scholarly article
title: First-passage-time density and moments of the ornstein-uhlenbeck process
zbMATH Open document ID: 0651.60080
DOI: 10.2307/3214232
author: Shunsuke Sato
author: L. M. Ricciardi
published in: Journal of Applied Probability
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4062303
zbMATH Keywords: first-passage-time
zbMATH Keywords: Ornstein-Uhlenbeck process
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/3214232
OpenAlex ID: W2025870159
description: scientific article