First hitting place distributions for the Ornstein-Uhlenbeck process (Q1380663)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1125740
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | First hitting place distributions for the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 1125740 |
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
0.8447389006614685
0 references
0.8325005769729614
0 references
