On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693): Difference between revisions

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+jump diffusion
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+steady-state distribution
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+transient densities
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+first passage time
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+Survival models based on the Ornstein-Uhlenbeck process
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+On a reflected Ornstein-Uhlenbeck process with an application
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+On the first passage times of reflected O-U processes with two-sided barriers
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+Publication:387693