On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837)
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 5882374
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the first passage time distribution of an Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 5882374 |
Statements
On the first passage time distribution of an Ornstein–Uhlenbeck process (English)
0 references
29 April 2011
0 references
first passage time
0 references
Ornstein-Uhlenbeck process
0 references
probability of default
0 references
reflection principle
0 references
Fortet's lemma
0 references
0 references
0.97575617
0 references
0.9739093
0 references
0.9627217
0 references
0.9514779
0 references
0.9505629
0 references
0.94616127
0 references
0.94591635
0 references
