Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces (Q6042922)
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scientific article; zbMATH DE number 7682032
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| English | Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces |
scientific article; zbMATH DE number 7682032 |
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Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces (English)
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4 May 2023
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Ornstein-Uhlenbeck process
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Brownian motion
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first-exit time
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asymptotics
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high-dimensional limit
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0.7637116312980652
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0.763359785079956
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0.7564123272895813
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0.7323906421661377
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0.7191377878189087
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