On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary (Q3025998): Difference between revisions
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| Property / author: Luigi M. Ricciardi / rank | |||
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Revision as of 17:35, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary |
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On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary (English)
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1987
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Ornstein-Uhlenbeck process with a reflection condition
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first-passage- time
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