Two-sided exit problem for a spectrally negative \(\alpha \)-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions
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Publication:2461021
DOI10.1214/ECP.v12-1265zbMath1128.60031MaRDI QIDQ2461021
Publication date: 19 November 2007
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/128282
60E07: Infinitely divisible distributions; stable distributions
60G40: Stopping times; optimal stopping problems; gambling theory
60G52: Stable stochastic processes
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