Joint law of an Ornstein–Uhlenbeck process and its supremum (Q3299450)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Joint law of an Ornstein–Uhlenbeck process and its supremum |
scientific article |
Statements
Joint law of an Ornstein–Uhlenbeck process and its supremum (English)
0 references
22 July 2020
0 references
Ornstein-Uhlenbeck process
0 references
joint law
0 references
supremum
0 references
endpoint
0 references
Fokker-Planck equation
0 references
0 references
0 references