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 14 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)
- On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
- Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
- Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
- Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
- A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding (Q5171003) (← links)
- Profit optimization for cattle growing in a randomly fluctuating environment (Q5248224) (← 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)
- A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)
