Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735): Difference between revisions
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| Property / DOI: 10.1088/1751-8121/ab0836 / rank | |||
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| Property / DOI: 10.1088/1751-8121/AB0836 / rank | |||
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Latest revision as of 15:46, 30 December 2024
scientific article; zbMATH DE number 7623507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes |
scientific article; zbMATH DE number 7623507 |
Statements
Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (English)
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25 November 2022
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Fokker-Planck equation
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survival probability
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first passage processes
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