Some mean first-passage time approximations for the Ornstein-Uhlenbeck process (Q4072590)

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Some mean first-passage time approximations for the Ornstein-Uhlenbeck process
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    title
    Some mean first-passage time approximations for the Ornstein-Uhlenbeck process (English)
    0 references
    DOI
    10.2307/3212877
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    author
    Marlin U. Thomas
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    publication date
    1975
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    Mathematics Subject Classification ID
    60G40
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    60J60
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    60H99
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    zbMATH DE Number
    3490185
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    OpenAlex ID
    W2331751624
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