Asymptotic behaviour of ornstein‐uhlenbeck first‐passage‐time density through periodic boundaries (Q4299570)
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scientific article; zbMATH DE number 600229
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| English | Asymptotic behaviour of ornstein‐uhlenbeck first‐passage‐time density through periodic boundaries |
scientific article; zbMATH DE number 600229 |
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Asymptotic behaviour of ornstein‐uhlenbeck first‐passage‐time density through periodic boundaries (English)
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4 July 1994
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asymptotic first-passage-time density
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Ornstein-Uhlenbeck process
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periodic boundaries
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