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

4

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