Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes (Q7020334)
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scientific article; zbMATH DE number 7991336
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| English | Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7991336 |
Statements
Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes (English)
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4 March 2025
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Ornstein-Uhlenbeck processes
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first passage times
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Lie algebras
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Sturm-Liouville equations
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Fokker-Planck equation
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Brownian motion
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