A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183)
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scientific article; zbMATH DE number 6036281
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| English | A note on transition density for the reflected Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6036281 |
Statements
A note on transition density for the reflected Ornstein-Uhlenbeck process (English)
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18 May 2012
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reflected Ornstein-Uhlenbeck processes
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long-run level
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transition density
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closed-form
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0.8327337503433228
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0.8305773138999939
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0.8131473064422607
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0.7949743866920471
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