A result on the first-passage time of an Ornstein-Uhlenbeck process
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Publication:2471253
DOI10.1016/j.spl.2007.04.015zbMath1133.60314MaRDI QIDQ2471253
Publication date: 22 February 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.04.015
60G15: Gaussian processes