Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes (Q6309009)
From MaRDI portal
scientific article; zbMATH DE number 7623507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes |
scientific article; zbMATH DE number 7623507 |
Statements
30 October 2018
0 references
math-ph
0 references
math.MP
0 references
