On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:07, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the first passage time distribution of an Ornstein–Uhlenbeck process |
scientific article |
Statements
On the first passage time distribution of an Ornstein–Uhlenbeck process (English)
0 references
29 April 2011
0 references
first passage time
0 references
Ornstein-Uhlenbeck process
0 references
probability of default
0 references
reflection principle
0 references
Fortet's lemma
0 references
