Analytical survival analysis of the Ornstein-Uhlenbeck process (Q2659355)
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scientific article; zbMATH DE number 7328007
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analytical survival analysis of the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7328007 |
Statements
Analytical survival analysis of the Ornstein-Uhlenbeck process (English)
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26 March 2021
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survival probability
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Ornstein-Uhlenbeck process
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Fokker-Planck equation
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asymptotics
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0.7676697373390198
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0.7575492858886719
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0.7470571994781494
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0.7375321388244629
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