A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process (Q2949857)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process |
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A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process (English)
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2 October 2015
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Ornstein-Uhlenbeck process
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first passage time
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moments
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constant threshold
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