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On the first passage time distribution of an Ornstein–Uhlenbeck process

✍ Scribed by Yi, Chuang

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

First passage time problem for a drifted

✍ Yoann Madec; Caroline Japhet 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 478 KB

A correction note on the first passage t

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

First passage times of reflected Ornstei

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

Martingales and First-Passage Times for

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