Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes |
scientific article |
Statements
Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (English)
0 references
13 January 2020
0 references
first passage time problem
0 references
Ornstein-Uhlenbeck process
0 references
time-dependent boundaries
0 references
Gauss-Markov processes
0 references
0 references
0 references
0 references
0 references