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First hitting place distributions for the Ornstein-Uhlenbeck process

Mario Lefebvre

Article (1997)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/30281/
Journal Title: Statistics & Probability Letters (vol. 34, no. 3)
Publisher: Elsevier
DOI: 10.1016/s0167-7152(96)00195-2
Official URL: https://doi.org/10.1016/s0167-7152%2896%2900195-2
Date Deposited: 18 Apr 2023 15:23
Last Modified: 25 Sep 2024 16:11
Cite in APA 7: Lefebvre, M. (1997). First hitting place distributions for the Ornstein-Uhlenbeck process. Statistics & Probability Letters, 34(3), 309-312. https://doi.org/10.1016/s0167-7152%2896%2900195-2

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