On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary (Q3025998): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.2307/3214260 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4254145805 / rank | |||
Normal rank |
Latest revision as of 02:51, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary |
scientific article |
Statements
On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary (English)
0 references
1987
0 references
Ornstein-Uhlenbeck process with a reflection condition
0 references
first-passage- time
0 references