A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process
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Publication:4466270
DOI10.1088/0305-4470/37/12/003zbMath1116.82305OpenAlexW2158633240MaRDI QIDQ4466270
Publication date: 9 June 2004
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0305-4470/37/12/003
Sums of independent random variables; random walks (60G50) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
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