Analytical survival analysis of the non-autonomous Ornstein-Uhlenbeck process (Q6635290)
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scientific article; zbMATH DE number 7941071
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| English | Analytical survival analysis of the non-autonomous Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7941071 |
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Analytical survival analysis of the non-autonomous Ornstein-Uhlenbeck process (English)
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9 November 2024
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survival probability
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non-autonomous Ornstein-Uhlenbeck process
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Fokker-Planck equation
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asymptotics
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