First-passage-time density and moments of the ornstein-uhlenbeck process (Q3796498)

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First-passage-time density and moments of the ornstein-uhlenbeck process
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    Statements

    title
    First-passage-time density and moments of the ornstein-uhlenbeck process (English)
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    author
    Luigi M. Ricciardi
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    Shunsuke Sato
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    publication date
    1988
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    zbMATH Keywords
    first-passage-time
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    Ornstein-Uhlenbeck process
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    Identifiers

    DOI
    10.2307/3214232
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    zbMATH DE Number
    4062303
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