Asymptotics of absorption probabilities for ornstein-uhlenbeck processes

DOI10.1080/17442509208833762zbMATH Open0759.60063OpenAlexW1974468849WikidataQ126240945 ScholiaQ126240945MaRDI QIDQ4018635FDOQ4018635

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

Recommendations

• Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes
• Publication:4505980
• scientific article; zbMATH DE number 95170
• scientific article; zbMATH DE number 1089126
• On the ornstein—uhlenbeck process

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)

Cited In (10)

• Title not available (Why is that?)
• Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin
• Absorbing process in recursive stochastic equations
• Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes
• Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion
• Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach
• Title not available (Why is that?)
• Asymptotic behaviour of d-variate absorption distributions, d = 1, 2
• A joint absorption-Mahonian process
• Title not available (Why is that?)

This page was built for publication: Asymptotics of absorption probabilities for ornstein-uhlenbeck processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4018635)