Asymptotic behaviour of ornstein‐uhlenbeck first‐passage‐time density through periodic boundaries (Q4299570): Difference between revisions

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Latest revision as of 16:49, 22 May 2024

scientific article; zbMATH DE number 600229
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English
Asymptotic behaviour of ornstein‐uhlenbeck first‐passage‐time density through periodic boundaries
scientific article; zbMATH DE number 600229

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    Asymptotic behaviour of ornstein‐uhlenbeck first‐passage‐time density through periodic boundaries (English)
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    4 July 1994
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    asymptotic first-passage-time density
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    Ornstein-Uhlenbeck process
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    periodic boundaries
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