مرکز منطقه ای اطلاع رساني علوم و فناوري - A result on the first-passage time of an Ornstein

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 :

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

Link To Document :