MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS (Q3658862)
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scientific article; zbMATH DE number 3810641
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| English | MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS |
scientific article; zbMATH DE number 3810641 |
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MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS (English)
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1981
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first passage time distribution
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Ornstein-Uhlenbeck process
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