A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A result on the first-passage time of an Ornstein-Uhlenbeck process |
scientific article |
Statements
A result on the first-passage time of an Ornstein-Uhlenbeck process (English)
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22 February 2008
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Laplace transform
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martingales
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eigenfunctions
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conditional moments
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Hermite polynomials
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