First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First hitting times for doubly skewed Ornstein-Uhlenbeck processes |
scientific article |
Statements
First hitting times for doubly skewed Ornstein-Uhlenbeck processes (English)
0 references
1 April 2015
0 references
doubly skewed Ornstein-Uhlenbeck process
0 references
first hitting time
0 references
Laplace transform
0 references
