First passage times of reflected generalized Ornstein-Uhlenbeck processes (Q4908349)
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scientific article; zbMATH DE number 6141652
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| English | First passage times of reflected generalized Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6141652 |
Statements
FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (English)
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5 March 2013
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reflected processes
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Ornstein-Uhlenbeck processes
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stable processes
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first passage time
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Laplace transform
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Mellin transform
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0.9018486738204956
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0.8871679902076721
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0.8481956720352173
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0.8476611971855164
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