Representations of first hitting time density of an Ornstein-Uhlenbeck Process

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

154 Citationer (Scopus)

Citationsformater

@article{495423d074c211dbbee902004c4f4f50,

title = "Representations of first hitting time density of an Ornstein-Uhlenbeck Process",

author = "L. Alili and P Patie and Pedersen, {Jesper Lund}",

year = "2005",

language = "English",

volume = "21",

pages = "967--980",

journal = "Stochastic Models",

issn = "1532-6349",

publisher = "Taylor & Francis",

number = "4",

}