On the first hitting time density for a reducible diffusion process (Q4991054): Difference between revisions

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-Alexander Lipton-Lifschitz
@@ Property / author: Alexander Lipton-Lifschitz / rank @@
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+Alexander Lipton-Lifschitz
@@ Property / author: Alexander Lipton-Lifschitz / rank @@
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+https://doi.org/10.1080/14697688.2020.1713394
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+W3007785493
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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+Statistical arbitrage in the US equities market
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+Les fonctions aléatoires du type de Markoff associees à certaines équations linéaires aux dérivées partielles du type parabolique
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+A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
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+On the first passage time distribution of an Ornstein–Uhlenbeck process
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+Publication:4991054