Joint law of an Ornstein–Uhlenbeck process and its supremum (Q3299450)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint law of an Ornstein–Uhlenbeck process and its supremum |
scientific article |
Statements
Joint law of an Ornstein–Uhlenbeck process and its supremum (English)
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22 July 2020
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Ornstein-Uhlenbeck process
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joint law
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supremum
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endpoint
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Fokker-Planck equation
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