First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552): Difference between revisions

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Property / author: Yong Jin Wang / rank
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2014.09.020 / rank
 
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Latest revision as of 23:00, 9 July 2024

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First hitting times for doubly skewed Ornstein-Uhlenbeck processes
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    First hitting times for doubly skewed Ornstein-Uhlenbeck processes (English)
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    1 April 2015
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    doubly skewed Ornstein-Uhlenbeck process
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    first hitting time
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    Laplace transform
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