Pages that link to "Item:Q1776005"
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The following pages link to A clarification note about hitting times densities for Ornstein-Uhlenbeck processes (Q1776005):
Displaying 18 items.
- A comparison of ancestral state reconstruction methods for quantitative characters (Q307605) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837) (← links)
- Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
- Mean-Field Limit of a Stochastic Particle System Smoothly Interacting Through Threshold Hitting-Times and Applications to Neural Networks with Dendritic Component (Q3195479) (← links)
- OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213) (← links)
- Maximum Likelihood Decoding of Neuronal Inputs from an Interspike Interval Distribution (Q3648339) (← links)
- On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process (Q4981818) (← links)
- On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
- Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
- Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← links)
- Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)
