Article (2024)
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| Department: | Department of Mathematics and Industrial Engineering |
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| PolyPublie URL: | https://publications.polymtl.ca/56983/ |
| Journal Title: | Statistics & Probability Letters (vol. 205) |
| Publisher: | Elsevier |
| DOI: | 10.1016/j.spl.2023.109956 |
| Official URL: | https://doi.org/10.1016/j.spl.2023.109956 |
| Date Deposited: | 20 Dec 2023 11:33 |
| Last Modified: | 25 Sep 2024 16:48 |
| Cite in APA 7: | Lefebvre, M. (2024). Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral. Statistics & Probability Letters, 205, 109956 (5 pages). https://doi.org/10.1016/j.spl.2023.109956 |
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