Ornstein–Uhlenbeck process with quadratic killing (Q3203806)

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Ornstein–Uhlenbeck process with quadratic killing
scientific article

    Statements

    title
    Ornstein–Uhlenbeck process with quadratic killing (English)
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    author
    Michael L. Wenocur
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    publication date
    1990
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    zbMATH Keywords
    Ornstein-Uhlenbeck process
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    killing rate
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    survivor function
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    Feynman-Kac formula
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    Identifiers

    DOI
    10.2307/3214554
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    zbMATH DE Number
    4180474
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