{"entities":{"Q1122869":{"pageid":1133618,"ns":120,"title":"Item:Q1122869","lastrevid":66468168,"modified":"2026-04-12T10:16:35Z","type":"item","id":"Q1122869","labels":{"en":{"language":"en","value":"Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4107868"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$C7661FC5-DD62-4821-B2B9-32AFC775FEEE","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8701950ad96206bb1b822e9b453cb1dcc790e300","datavalue":{"value":{"text":"Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1122869$30AFB50B-B27E-4843-A771-43DC7C963311","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8bec66ce56a77caccdf0b11c854f11caeb944b7c","datavalue":{"value":"0676.60062","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1122869$536BA36A-663F-45FB-9FF8-1D9799609C36","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d52fa552da6d0eab8581c734349313f564eb6d96","datavalue":{"value":"10.1016/0304-4149(89)90080-X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1122869$C6BB95FD-976B-48EC-81EE-753F4824D602","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"8c5fd421fb8c4321090685cd8fc2955d03f97206","datavalue":{"value":{"entity-type":"item","numeric-id":275967,"id":"Q275967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$0BD83BBA-0409-4760-833F-76F95DF3FF55","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$FCE7D8AC-A202-4DC5-9B59-8DE01F331B54","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"7211ad5ca16eb0d22cd0051fff3d0f3af254ceb6","datavalue":{"value":{"time":"+1989-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1122869$5806461F-8A87-43F8-9AD8-6DAA2F780B3A","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"aff821d91e1dd7a5ea60c5a404e2436d2f3b9f8a","datavalue":{"value":"An explicit expression for the moment generating function of x(T) is obtained, when \\(y\\geq v\\geq 0\\), where \\(T=\\min \\{t:\\) \\(y(t)=v\\}\\), y(t) is an Ornstein-Uhlenbeck process with \\(y(0)=y\\) and \\(x(t)=x+\\int^{t}_{0}y(s)ds\\), and for the characteristic function of x(T) when y(0)\\(\\leq v\\) \\((v>0).\\)    The expected value of x(T) turns out to be the same in both cases considered.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1122869$39A0A44A-2092-45CF-AFDD-D4CF927572E3","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1122869$663C7AA3-3839-41B5-9B6D-90F95CDA198B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"739e004674139c2b61782ece3788a457e8d3f5b8","datavalue":{"value":"60E10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1122869$2627FD89-985A-471C-9989-3B86741E3DFE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e23e31cbc00d2460fb05fcfb445741ff78659205","datavalue":{"value":"4107868","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1122869$537CF3C8-97B0-4FBE-AAF4-55889BB23956","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c581bb08387660c06913a5f7f4350f4052d9c74e","datavalue":{"value":"moment generating function","type":"string"},"datatype":"string"},"type":"statement","id":"Q1122869$B1E61C06-5E21-4412-8144-ACA57E22BDEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"efdacca7c3c418ed78c5dd5b7a066fc8d16a748c","datavalue":{"value":"Ornstein-Uhlenbeck process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1122869$BDF54872-4124-4953-934C-AACF7812EF8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2ced8d5af09860cc5becf722f5978867060feeb7","datavalue":{"value":"characteristic function","type":"string"},"datatype":"string"},"type":"statement","id":"Q1122869$A9F98D06-2D6F-474A-A3D2-366065019F0F","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"20a9a75b9f3c17ca5b8a9cb1fc5da7a32f4f00b0","datavalue":{"value":{"entity-type":"item","numeric-id":581928,"id":"Q581928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$3CD7E10D-0BA8-4214-8C87-2C52D92A0D87","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$2B99D10A-BC7E-45EA-ACE8-A74A8D5775CD","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c1747000b44088e3dee81e84aed6b0386a60c7a","datavalue":{"value":{"entity-type":"item","numeric-id":3661894,"id":"Q3661894"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$9701E14D-56A6-400A-8665-2E7C30CC7FCD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f20f4544e6a1ae06a6d4b65afe80543b563064a","datavalue":{"value":{"entity-type":"item","numeric-id":3920398,"id":"Q3920398"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$75A590A4-E07B-488E-9B2D-EB594F9283AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe990a0a6638fafb8b73b1532a8387e4c0110d3b","datavalue":{"value":{"entity-type":"item","numeric-id":5528194,"id":"Q5528194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$F841C2DC-A675-414D-BC9B-FACFA76E7553","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f394a35517bf3883622d18364adca1db1801048","datavalue":{"value":{"entity-type":"item","numeric-id":5179589,"id":"Q5179589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$7EBF573C-1448-42B5-969F-007CF8EEAF98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f829933b363ce471a2a1bd24e1ed5f023648b6c","datavalue":{"value":{"entity-type":"item","numeric-id":4087628,"id":"Q4087628"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$2DC75BF1-B767-4A77-B5D8-7B22D68C74C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce2a759ab17098b44d5f6dc6f62e7fb8b199cd2d","datavalue":{"value":{"entity-type":"item","numeric-id":3719590,"id":"Q3719590"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$076A38E4-34AB-4AA9-8B11-4C916486FE4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a2ae50e37ed8ab257c85ae59b1908a986ced87b","datavalue":{"value":{"entity-type":"item","numeric-id":4730578,"id":"Q4730578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$2448864D-516D-4C82-A643-36147F02E480","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b33e584e32417afb4dd0da534b3d70f9f55b3510","datavalue":{"value":{"entity-type":"item","numeric-id":2626436,"id":"Q2626436"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$BDA89A3A-22EC-4D1B-904C-3AA9F81340A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8237c884c6586c1c8164cd3ad7752f1a4b2b440c","datavalue":{"value":{"entity-type":"item","numeric-id":5512464,"id":"Q5512464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$CA45F5C0-DCAE-4B28-BB04-46EE0D435B13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ac4fea2b3edfb10e7ffd45321a38de7697aef51","datavalue":{"value":{"entity-type":"item","numeric-id":1136159,"id":"Q1136159"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1122869$B9EC4F9B-11A7-4BBD-B0CD-BFF0123BCC3F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2325001e1d40570453027d115f76862e65c921a7","datavalue":{"value":"https://doi.org/10.1016/0304-4149(89)90080-x","type":"string"},"datatype":"url"},"type":"statement","id":"Q1122869$F0835064-A381-4546-AEDA-C2E45F576DDA","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"acad51000bab9b321a0bbd026b78eda24ff18e8e","datavalue":{"value":"W2072883368","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1122869$67775926-9AB7-4CD6-8480-B2F46D851F36","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"406766fb39448153da535fcfb95fa6537e4365d9","datavalue":{"value":{"entity-type":"item","numeric-id":1380663,"id":"Q1380663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"467ed2f81dcdd5f782db1931862a12381dfb1e08","datavalue":{"value":{"amount":"+0.8206623196601868","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1122869$A28BEB23-A2B1-466D-90C9-40D321BABDC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c34916c16184aced42b8215164d1af820196c646","datavalue":{"value":{"entity-type":"item","numeric-id":2785315,"id":"Q2785315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5087f241f333026e063ba9fc49fa22ebfb725a8b","datavalue":{"value":{"amount":"+0.805854320526123","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1122869$894F70F2-608B-4FD9-B92A-FF123D4B03A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"36f703cb966d27ac34b3cb33d075142343ae2bf8","datavalue":{"value":{"entity-type":"item","numeric-id":3033084,"id":"Q3033084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"31a4faa1e706028f433de7a19e090451607a97e9","datavalue":{"value":{"amount":"+0.8056250810623169","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1122869$A073500F-7B92-4CE7-B66D-7BC944D75EF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"91cede57a6f6c8c3744b6e2951b8b8179e9c62ca","datavalue":{"value":{"entity-type":"item","numeric-id":2736835,"id":"Q2736835"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f0707d65e76408d0c65505320aec98dc6a541a7d","datavalue":{"value":{"amount":"+0.8003970980644226","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1122869$8855A3D0-A386-4183-BA07-EBD25A19B0EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5b9202667f101d0be5a8211fdbb98c74687bd527","datavalue":{"value":{"entity-type":"item","numeric-id":3990291,"id":"Q3990291"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"20d7a8e2458b9a16b757e049b14f52764b39ca41","datavalue":{"value":{"amount":"+0.7998479008674622","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1122869$D9476BFC-33D6-4669-AE0D-3B1CAA676E63","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Moment_generating_function_of_a_first_hitting_place_for_the_integrated_Ornstein-Uhlenbeck_process"}}}}}