The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations (Q2410408)
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English | The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations |
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The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations (English)
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18 October 2017
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first passage time
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Ornstein-Uhlenbeck process
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coherent impulse excitation
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alpha function approximation
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convergence in probability
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