First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552)

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First hitting times for doubly skewed Ornstein-Uhlenbeck processes
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    title
    First hitting times for doubly skewed Ornstein-Uhlenbeck processes (English)
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    author
    Shiyu Song
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    Suxin Wang
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    Yong Jin Wang
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    publication date
    1 April 2015
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    zbMATH DE Number
    6422256
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    zbMATH Keywords
    doubly skewed Ornstein-Uhlenbeck process
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    first hitting time
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    Laplace transform
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