Pages that link to "Item:Q2785315"
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The following pages link to Quelques martingales associées à l'intégrale du processus d'ornstein- uhlenbeck. application à l'étude despremiers instants d'atteinte (Q2785315):
Displaying 5 items.
- First-passage problems for degenerate two-dimensional diffusion processes (Q1423860) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400) (← links)
