The first-passage area of Ornstein-Uhlenbeck process revisited

M Abundo - Stochastic Analysis and Applications, 2023 - Taylor & Francis
Abstract For Ornstein-Uhlenbeck process X (t), starting from X (0)= x> 0, we highlight some
results about the first-passage time of X (t) through zero and its first-passage area, that is the …
被引用次数：5 相关文章

The first-passage area of Ornstein-Uhlenbeck process revisited

M Abundo - STOCHASTIC ANALYSIS AND APPLICATIONS, 2021 - art.torvergata.it
Abstract For Ornstein-Uhlenbeck process X (t), starting from X (0)= x> 0, we highlight some
results about the first-passage time of X (t) through zero and its first-passage area, that is the …

The first-passage area of Ornstein-Uhlenbeck process revisited

M Abundo - Stochastic Analysis and Applications, 2023 - ingentaconnect.com
For Ornstein-Uhlenbeck process [Inline formula] starting from [Inline formula] we highlight
some results about the first-passage time of X (t) through zero and its first-passage area, that …