Asymptotics of absorption probabilities for ornstein-uhlenbeck processes

DOI10.1080/17442509208833762MaRDI QIDQ4018635zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 16 January 1993

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509208833762

zbMATH Keywords

Ornstein-Uhlenbeck processharmonic oscillatorprincipal eigenvalue of the Dirichlet problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

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• Asymptotic behaviour of d-variate absorption distributions, d = 1, 2
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