Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion (Q3514277): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/15326340802009337
+Normal rank
@@ Property / OpenAlex ID @@
+W2077356123
@@ Property / OpenAlex ID: W2077356123 / rank @@
+Normal rank
@@ Property / cites work @@
+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Q5820721
@@ Property / cites work: Q5820721 / rank @@
+Normal rank
@@ Property / cites work @@
+A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson kernel and Green function of the ball in real hyperbolic spaces
+Normal rank
@@ Property / cites work @@
+From Brownian Motion to Schrödinger’s Equation
@@ Property / cites work: From Brownian Motion to Schrödinger’s Equation / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
+Normal rank
@@ Property / cites work @@
+Q4325977
@@ Property / cites work: Q4325977 / rank @@
+Normal rank
@@ Property / cites work @@
+A survey and some generalizations of Bessel processes
+Normal rank
@@ Property / cites work @@
+Some probabilistic properties of Bessel functions
@@ Property / cites work: Some probabilistic properties of Bessel functions / rank @@
+Normal rank
@@ Property / cites work @@
+The special functions and their approximations. Vol. I, II
+Normal rank
@@ Property / cites work @@
+Q4229805
@@ Property / cites work: Q4229805 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4303982
@@ Property / cites work: Q4303982 / rank @@
+Normal rank
@@ Property / cites work @@
+On the First Passage Time Probability Problem
@@ Property / cites work: On the First Passage Time Probability Problem / rank @@
+Normal rank
@@ Property / cites work @@
+Q5640160
@@ Property / cites work: Q5640160 / rank @@
+Normal rank
@@ Property / cites work @@
+Hitting spheres with Brownian motion
@@ Property / cites work: Hitting spheres with Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+A probabilistic principle and generalized Schrödinger perturbation
+Normal rank