On the First Hitting Time Density of an Ornstein-Uhlenbeck Process (Q6307724)

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scientific article; zbMATH DE number 900360976
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On the First Hitting Time Density of an Ornstein-Uhlenbeck Process
scientific article; zbMATH DE number 900360976

    Statements

    publication date
    4 October 2018
    0 references
    arXiv ID
    1810.02390
    0 references
    arXiv classification
    q-fin.CP
    0 references
    math.PR
    0 references
     
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