First-passage times for the Uhlenbeck-Ornstein process (Q4721344)
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 3994691
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | First-passage times for the Uhlenbeck-Ornstein process |
scientific article; zbMATH DE number 3994691 |
Statements
First-passage times for the Uhlenbeck-Ornstein process (English)
0 references
1986
0 references
numerical solution
0 references
Laplace-transformed backward Kramers equation
0 references
first- passage time
0 references
boundary layer theory
0 references
0.7955265045166016
0 references
0.7792713046073914
0 references
0.7727701663970947
0 references
