Pages that link to "Item:Q3299450"
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The following pages link to Joint law of an Ornstein–Uhlenbeck process and its supremum (Q3299450):
Displaying 3 items.
- First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
- A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations (Q6493986) (← links)
