مرکز منطقه ای اطلاع رساني علوم و فناوري - First hitting place distributions for the Ornstein-Uhlenbeck process

Title of article :

First hitting place distributions for the Ornstein-Uhlenbeck process

Author/Authors :

Mario Lefebvre، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1997

Pages :

From page :

309

To page :

312

Keywords :

Brownian motion , Parabolic cylinder function , Hitting place

Journal title :

Statistics and Probability Letters

Serial Year :

1997

Journal title :

Statistics and Probability Letters

Record number :

138704

Link To Document :