Exit problem for Ornstein-Uhlenbeck processes: a random walk approach (Q2188138)
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scientific article; zbMATH DE number 7208021
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| English | Exit problem for Ornstein-Uhlenbeck processes: a random walk approach |
scientific article; zbMATH DE number 7208021 |
Statements
Exit problem for Ornstein-Uhlenbeck processes: a random walk approach (English)
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4 June 2020
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exit time
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Ornstein-Uhlenbeck processes
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generalized spheroids
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WOMS algorithm
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0.9165768
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0.9154227
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0.90839666
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0.8987672
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0.88976854
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0.8858832
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0.88220733
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0.88113296
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