On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process (Q4981818): 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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+A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
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+A new integral equation for the evaluation of first-passage-time probability densities
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+A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
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+The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
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+First-passage-time density and moments of the ornstein-uhlenbeck process
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+On the First Passage Time Probability Problem
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+A study of some diffusion models of population growth
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+An equilibrium characterization of the term structure
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+The conditional probability density function for a reflected Brownian motion
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+Boundary crossing probability for Brownian motion and general boundaries
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+Properties of the reflected Ornstein-Uhlenbeck process
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