A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.04.015
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+W2009472030
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+Q55940955
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+Survival models based on the Ornstein-Uhlenbeck process
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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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