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Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process

Mario Lefebvre

Article (1989)

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Additional Information: Nom historique du département: Département de mathématiques appliquées
Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/43393/
Journal Title: Stochastic Processes and Their Applications (vol. 32, no. 2)
Publisher: Elsevier
DOI: 10.1016/0304-4149(89)90080-x
Official URL: https://doi.org/10.1016/0304-4149%2889%2990080-x
Date Deposited: 18 Apr 2023 15:26
Last Modified: 25 Sep 2024 16:30
Cite in APA 7: Lefebvre, M. (1989). Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process. Stochastic Processes and Their Applications, 32(2), 281-287. https://doi.org/10.1016/0304-4149%2889%2990080-x

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