Pages that link to "Item:Q855182"
From MaRDI portal
The following pages link to On the first passage times of reflected O-U processes with two-sided barriers (Q855182):
Displayed 8 items.
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- A note on stability in distribution of Markov-modulated stochastic differential equations with reflection (Q640496) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- Stationary distribution of reflected O-U process with two-sided barriers (Q1003418) (← links)
- First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
- Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
- Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)