Exponential trends of Ornstein–Uhlenbeck first-passage-time densities (Q3678419)
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scientific article; zbMATH DE number 3899899
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| English | Exponential trends of Ornstein–Uhlenbeck first-passage-time densities |
scientific article; zbMATH DE number 3899899 |
Statements
Exponential trends of Ornstein–Uhlenbeck first-passage-time densities (English)
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1985
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asymptotic behaviour
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first-passage-time
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Ornstein-Uhlenbeck process
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0.8790857791900635
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0.8771308660507202
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0.8403702974319458
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