First-passage-time density and moments of the ornstein-uhlenbeck process
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Publication:3796498
DOI10.2307/3214232zbMath0651.60080OpenAlexW2025870159MaRDI QIDQ3796498
Shunsuke Sato, Luigi M. Ricciardi
Publication date: 1988
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214232
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