First hitting place distributions for the Ornstein-Uhlenbeck process (Q1380663)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | First hitting place distributions for the Ornstein-Uhlenbeck process |
scientific article |
Statements
First hitting place distributions for the Ornstein-Uhlenbeck process (English)
0 references
13 July 1998
0 references
Brownian motion
0 references
parabolic cylinder function
0 references