A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253)
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 5238718
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A result on the first-passage time of an Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5238718 |
Statements
A result on the first-passage time of an Ornstein-Uhlenbeck process (English)
0 references
22 February 2008
0 references
Laplace transform
0 references
martingales
0 references
eigenfunctions
0 references
conditional moments
0 references
Hermite polynomials
0 references
0 references
0 references
0 references
0 references
0.8350919485092163
0 references
0.8239864706993103
0 references
0.8216732740402222
0 references
0.8201153874397278
0 references
