First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
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Publication:6550286
DOI10.1080/17442508.2024.2315274zbMATH Open1542.60046MaRDI QIDQ6550286FDOQ6550286
Authors: Antonio Di Crescenzo, Virginia Giorno, Amelia G. Nobile, Serena Spina 
Publication date: 5 June 2024
Published in: Stochastics (Search for Journal in Brave)
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