On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:20, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the reflected Ornstein-Uhlenbeck process with catastrophes |
scientific article |
Statements
On the reflected Ornstein-Uhlenbeck process with catastrophes (English)
0 references
23 December 2013
0 references
jump diffusion
0 references
steady-state distribution
0 references
transient densities
0 references
first passage time
0 references
first visit time
0 references
