scientific article; zbMATH DE number 942202
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zbMATH Open0859.60001MaRDI QIDQ4714465FDOQ4714465
Authors: A. N. Borodin, Paavo Salminen 
Publication date: 6 November 1996
Title of this publication is not available (Why is that?)
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Ornstein-Uhlenbeck processBrownian motionFeynman-Kac formulafirst hitting timelocal timeBessel processesRay-Knight theoremsstopping
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Brownian motion (60J65) Stochastic processes (60Gxx) Markov processes (60Jxx)
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