On the first hitting times to boundary of the reflected O-U process with two-sided barriers (Q5400692)
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 6268652
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the first hitting times to boundary of the reflected O-U process with two-sided barriers |
scientific article; zbMATH DE number 6268652 |
Statements
On the first hitting times to boundary of the reflected O-U process with two-sided barriers (English)
0 references
12 March 2014
0 references
Ornstein-Uhlenbeck process
0 references
reflected processes
0 references
first hitting times
0 references
0.9527987
0 references
0.9310466
0 references
0.90058565
0 references
0.89828265
0 references
0.88309354
0 references
0.8799324
0 references
0.87904376
0 references
0.87594736
0 references
0.8641899
0 references
