On the first hitting time density for a reducible diffusion process (Q4991054)
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scientific article; zbMATH DE number 7353663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the first hitting time density for a reducible diffusion process |
scientific article; zbMATH DE number 7353663 |
Statements
On the first hitting time density for a reducible diffusion process (English)
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2 June 2021
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first hitting time density
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Cherkasov condition
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method of heat potentials
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Volterra integral equation
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Abel integral equation
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Ornstein-Uhlenbeck process
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pairs trading
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