First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:51, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First hitting times for doubly skewed Ornstein-Uhlenbeck processes |
scientific article |
Statements
First hitting times for doubly skewed Ornstein-Uhlenbeck processes (English)
0 references
1 April 2015
0 references
doubly skewed Ornstein-Uhlenbeck process
0 references
first hitting time
0 references
Laplace transform
0 references
