Asymptotics of absorption probabilities for ornstein-uhlenbeck processes (Q4018635)
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scientific article; zbMATH DE number 90411
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| English | Asymptotics of absorption probabilities for ornstein-uhlenbeck processes |
scientific article; zbMATH DE number 90411 |
Statements
Asymptotics of absorption probabilities for ornstein-uhlenbeck processes (English)
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16 January 1993
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Ornstein-Uhlenbeck process
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principal eigenvalue of the Dirichlet problem
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harmonic oscillator
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0.9895796775817872
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0.7461371421813965
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