Driving an Ornstein--Uhlenbeck Process to Desired First-Passage Time Statistics (Q6284812)

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scientific article; zbMATH DE number 900310989
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Driving an Ornstein--Uhlenbeck Process to Desired First-Passage Time Statistics
scientific article; zbMATH DE number 900310989

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    26 March 2017
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    math.OC
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