First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688)
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English | First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries |
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First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (English)
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25 October 2011
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first passage time
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Ornstein-Uhlenbeck process
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reflecting barrier
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compound Poisson-type boundary
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