Title of article

A result on the first-passage time of an Ornstein–Uhlenbeck process

Author/Authors

Susanne Ditlevsen، نويسنده ,

Issue Information

فصلنامه با شماره پیاپی سال 2007

Pages

6

From page

1744

To page

1749

Keywords

eigenfunctions , Laplace transform , martingales , Conditional moments , Hermite polynomials

Journal title

Statistics and Probability Letters

Serial Year

2007

Journal title

Statistics and Probability Letters

Record number

141093