Mean exit time and escape probability for the Ornstein–Uhlenbeck process

C Zeng - Chaos: An Interdisciplinary Journal of Nonlinear …, 2020 - pubs.aip.org
This paper studies the dynamics of the Ornstein–Uhlenbeck process by the deterministic
quantities such as the mean exit time and escape probability. By solving the elliptic partial …

Mean exit time and escape probability for the Ornstein-Uhlenbeck process.

C Zeng - Chaos (Woodbury, NY), 2020 - europepmc.org
This paper studies the dynamics of the Ornstein-Uhlenbeck process by the deterministic
quantities such as the mean exit time and escape probability. By solving the elliptic partial …

Mean exit time and escape probability for the Ornstein–Uhlenbeck process

C Zeng - Chaos: An Interdisciplinary Journal of Nonlinear …, 2020 - pubs.aip.org
This paper studies the dynamics of the Ornstein–Uhlenbeck process by the deterministic
quantities such as the mean exit time and escape probability. By solving the elliptic partial …

Mean exit time and escape probability for the Ornstein-Uhlenbeck process

C Zeng - Chaos (Woodbury, NY), 2020 - pubmed.ncbi.nlm.nih.gov
This paper studies the dynamics of the Ornstein-Uhlenbeck process by the deterministic
quantities such as the mean exit time and escape probability. By solving the elliptic partial …

Mean exit time and escape probability for the Ornstein-Uhlenbeck process

C Zeng - Chaos, 2020 - ui.adsabs.harvard.edu
This paper studies the dynamics of the Ornstein-Uhlenbeck process by the deterministic
quantities such as the mean exit time and escape probability. By solving the elliptic partial …