Pages that link to "Item:Q5711161"
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The following pages link to Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161):
Displayed 8 items.
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Spontaneous Slow Oscillations and Sequential Patterns Due to Short-Term Plasticity in a Model of the Cortex (Q5378288) (← links)
- Stability of Traveling Waves for Reaction-Diffusion Equations with Multiplicative Noise (Q5382440) (← links)
- Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099) (← links)
- Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average (Q5476149) (← links)
- (Q5856500) (← links)
- The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)
- Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390) (← links)
