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On the First Passage Time Probability Problem for Bidimensional Ornstein-Uhlenbeck Processes

Mario Lefebvre

Article (1996)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/31107/
Journal Title: Sankhya: The indian journal of statistics, Série A (vol. 58, no. part 2)
Official URL: http://www.jstor.org/stable/25051098
Date Deposited: 18 Apr 2023 15:24
Last Modified: 21 Oct 2024 11:59
Cite in APA 7: Lefebvre, M. (1996). On the First Passage Time Probability Problem for Bidimensional Ornstein-Uhlenbeck Processes. Sankhya: The indian journal of statistics, Série A, 58(part 2), 179-185. http://www.jstor.org/stable/25051098

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