Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128)
From MaRDI portal
scientific article; zbMATH DE number 5786514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the first passage times of the reflected O-U process with a two-sided barrier |
scientific article; zbMATH DE number 5786514 |
Statements
Properties of the first passage times of the reflected O-U process with a two-sided barrier (English)
0 references
16 September 2010
0 references
Ornstein-Uhlenbeck process
0 references
two-sided reflected processes
0 references
the first passage times
0 references
