First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First hitting times for doubly skewed Ornstein-Uhlenbeck processes |
scientific article |
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First hitting times for doubly skewed Ornstein-Uhlenbeck processes (English)
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1 April 2015
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doubly skewed Ornstein-Uhlenbeck process
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first hitting time
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Laplace transform
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