First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688): Difference between revisions

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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+Drift rate control of a Brownian processing system
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+Some integral functionals of reflected SDEs and their applications in finance
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+On the first passage times of reflected O-U processes with two-sided barriers
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+On exit times of Levy-driven Ornstein-Uhlenbeck processes
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+Q3675282
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+Q3808989
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+Diffusion processes and their sample paths.
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+Q4002114
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+On the transition densities for reflected diffusions
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+On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance
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+The first rendezvous time of Brownian motion and compound Poisson-type processes
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+Q4435813
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