Martingales and first passage times of AR(1) sequences (Q3498583): Difference between revisions

@@ Property / cites work @@
+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Q4769710
@@ Property / cites work: Q4769710 / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuation identities for lévy processes and splitting at the maximum
+Normal rank
@@ Property / cites work @@
+Exit times for a class of piecewise exponential Markov processes with two-sided jumps
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+On the First Passage Time of an Autoregressive Process over a Level and an Application to a  “Disorder” Problem
+Normal rank
@@ Property / cites work @@
+A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
+Normal rank
@@ Property / cites work @@
+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
+Normal rank