Exponential trends of Ornstein–Uhlenbeck first-passage-time densities

DOI10.2307/3213779zbMath0564.60076OpenAlexW2325583317MaRDI QIDQ3678419

Laura Sacerdote, Luigi M. Ricciardi, Amelia G. Nobile

Publication date: 1985

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213779

zbMATH Keywords

asymptotic behaviourOrnstein-Uhlenbeck processfirst-passage-time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

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