✦ LIBER ✦

First passage time problem for a drifted Ornstein–Uhlenbeck process

✍ Scribed by Yoann Madec; Caroline Japhet

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A result on the first-passage time of an

✍ Susanne Ditlevsen 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 149 KB

First-Passage-Time Density and Moments o

✍ Luigi M. Ricciardi and Shunsuke Sato 📂 Article 📅 1988 🏛 Applied Probability Trust 🌐 English ⚖ 948 KB

Martingales and First-Passage Times for

✍ Novikov, A. 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 192 KB

First passage times of reflected Ornstei

✍ Lijun Bo 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 549 KB

A correction note on the first passage t

✍ B. Leblanc; O. Renault; O. Scaillet 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 30 KB

A clarification note about hitting times

✍ Anja Göing-Jaeschke; Marc Yor 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 106 KB