MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS
Author:
Publisher
Informa UK Limited
Subject
Artificial Intelligence,Information Systems,Software
Link
http://www.tandfonline.com/doi/pdf/10.1080/01969728108927683
Reference21 articles.
1. On the numerical solution of Brownian motion processes
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4. The minimum of a stationary Markov process superimposed on a U-shaped trend
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