Ornstein–Uhlenbeck process with quadratic killing

DOI10.2307/3214554zbMath0716.60088OpenAlexW4249252677MaRDI QIDQ3203806

Michael L. Wenocur

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214554

zbMATH Keywords

Ornstein-Uhlenbeck processFeynman-Kac formulakilling ratesurvivor function

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

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