On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693): Difference between revisions
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Property / author: Virginia Giorno / rank | |||
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Property / author: Amelia G. Nobile / rank | |||
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Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / zbMATH DE Number: 6242157 / rank | |||
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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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Revision as of 13:18, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | On the reflected Ornstein-Uhlenbeck process with catastrophes |
scientific article |
Statements
On the reflected Ornstein-Uhlenbeck process with catastrophes (English)
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23 December 2013
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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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first visit time
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