Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes (Q4311569)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 679476
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes |
scientific article; zbMATH DE number 679476 |
Statements
Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes (English)
0 references
30 October 1994
0 references
Ornstein-Uhlenbeck process
0 references
principal eigenvalue
0 references
Dirichlet problem
0 references
harmonic oscillator
0 references
0.9895796775817872
0 references
