Pages that link to "Item:Q1122869"
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The following pages link to Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process (Q1122869):
Displaying 11 items.
- Using a geometric Brownian motion to control a Brownian motion and vice versa (Q1275935) (← links)
- First-passage problems for degenerate two-dimensional diffusion processes (Q1423860) (← links)
- Explicit solution for a vector-valued LQG homing problem (Q1941203) (← links)
- Moments of first-passage places for jump-diffusion processes (Q2023838) (← links)
- Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes (Q2444668) (← links)
- Mean First-Passage Time to Zero for Wear Processes (Q3562372) (← links)
- First-passage problems for diffusion processes with state-dependent jumps (Q5081034) (← links)
- Random acceleration process on finite intervals under stochastic restarting (Q5152566) (← links)
- First-Passage Distributions of Bidimensional Processes (Q5485374) (← links)
- Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390) (← links)
- Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral (Q6192371) (← links)
