Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion
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Publication:3514277
DOI10.1080/15326340802009337zbMath1148.60058MaRDI QIDQ3514277
Piotr Graczyk, Tomasz Jakubowski
Publication date: 21 July 2008
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340802009337
60G15: Gaussian processes
60G40: Stopping times; optimal stopping problems; gambling theory
60J45: Probabilistic potential theory
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