Pages that link to "Item:Q2994837"
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The following pages link to On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837):
Displaying 8 items.
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes (Q1939714) (← links)
- Unstable state decay in non-Markovian heat baths and weak signals detection (Q2162067) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Semi Log-Concave Markov Diffusions (Q4568488) (← links)
- A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding (Q5171003) (← links)
- Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach (Q5877279) (← links)
