First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688)

From MaRDI portal
Revision as of 13:36, 4 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries
scientific article

    Statements

    First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (English)
    0 references
    0 references
    0 references
    0 references
    25 October 2011
    0 references
    first passage time
    0 references
    Ornstein-Uhlenbeck process
    0 references
    reflecting barrier
    0 references
    compound Poisson-type boundary
    0 references

    Identifiers