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

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First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries
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    First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (English)
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    25 October 2011
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    first passage time
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    Ornstein-Uhlenbeck process
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    reflecting barrier
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    compound Poisson-type boundary
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