A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183): Difference between revisions
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Revision as of 01:17, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on transition density for the reflected Ornstein-Uhlenbeck process |
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A note on transition density for the reflected Ornstein-Uhlenbeck process (English)
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18 May 2012
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reflected Ornstein-Uhlenbeck processes
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long-run level
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transition density
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closed-form
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