On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693): Difference between revisions

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jump diffusion
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steady-state distribution
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transient densities
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Revision as of 13:18, 29 June 2023

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On the reflected Ornstein-Uhlenbeck process with catastrophes
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    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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