First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552)
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scientific article; zbMATH DE number 6422256
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| English | First hitting times for doubly skewed Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6422256 |
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First hitting times for doubly skewed Ornstein-Uhlenbeck processes (English)
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1 April 2015
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doubly skewed Ornstein-Uhlenbeck process
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first hitting time
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Laplace transform
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0.8318569660186768
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0.8138982057571411
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0.8097430467605591
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0.8029703497886658
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