A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
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Publication:1776005
DOI10.1007/s007800200092zbMath1064.60026OpenAlexW2083953899MaRDI QIDQ1776005
Publication date: 20 May 2005
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800200092
Characteristic functions; other transforms (60E10) Sample path properties (60G17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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