Pages that link to "Item:Q855182"

The following pages link to On the first passage times of reflected O-U processes with two-sided barriers (Q855182):

Displaying 20 items.

• On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693) (← links)
• 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)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• The hitting time density for a reflected Brownian motion (Q1930395) (← links)
• First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
• Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
• Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
• Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
• On the conditional default probability in a regulated market: a structural approach (Q2866382) (← links)
• One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← 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)
• First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
• FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
• On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)
• Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)