Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390)
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scientific article; zbMATH DE number 7648067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistics of the first passage area functional for an Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 7648067 |
Statements
Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (English)
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1 February 2023
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stochastic process
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first passage functional
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asymptotic behaviour
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