Pages that link to "Item:Q963532"

The following pages link to First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process (Q963532):

Displaying 3 items.

• First hitting problems for Markov chains that converge to a geometric Brownian motion (Q410646) (← links)
• On a discrete version of the CIR process (Q2846807) (← links)
• Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect (Q5407031) (← links)