Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
MJ Kearney, RJ Martin - Journal of Physics A: Mathematical and …, 2021 - iopscience.iop.org
We consider the area functional defined by the integral of an Ornstein–Uhlenbeck process
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
Statistics of the first passage area functional for an Ornstein-Uhlenbeck process
MJ Kearney, RJ Martin - Journal of physics. A …, 2021 - openresearch.surrey.ac.uk
We consider the area functional defined by the integral of an Ornstein-Uhlenbeck process
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
Statistics of the first passage area functional for an Ornstein-Uhlenbeck process
MJ Kearney, RJ Martin - Journal of Physics A Mathematical …, 2021 - ui.adsabs.harvard.edu
We consider the area functional defined by the integral of an Ornstein-Uhlenbeck process
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
Statistics of the first passage area functional for an Ornstein-Uhlenbeck process
MJ Kearney, RJ Martin - arXiv preprint arXiv:2007.13129, 2020 - arxiv.org
We consider the area functional defined by the integral of an Ornstein-Uhlenbeck process
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
[PDF][PDF] Statistics of the first passage area functional for an Ornstein-Uhlenbeck process
MJ Kearney, RJ Martin - researchgate.net
We consider the area functional defined by the integral of an Ornstein-Uhlenbeck process
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
MJ Kearney, RJ Martin - Journal of Physics. A, Mathematical and …, 2021 - inis.iaea.org
[en] We consider the area functional defined by the integral of an Ornstein–Uhlenbeck
process which starts from a given value and ends at the time it first reaches zero (its …
process which starts from a given value and ends at the time it first reaches zero (its …
Statistics of the first passage area functional for an Ornstein-Uhlenbeck process
MJ Kearney, RJ Martin - Journal of physics. A …, 2021 - openresearch.surrey.ac.uk
We consider the area functional defined by the integral of an Ornstein-Uhlenbeck process
which starts from a given value and ends at the time it first reaches zero (its equilibrium …
which starts from a given value and ends at the time it first reaches zero (its equilibrium …