On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97985546
Reference25 articles.
Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Winding number for stationary Gaussian processes using real variables;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2023-08-01
2. Stable windings at the origin;Stochastic Processes and their Applications;2018-12
3. Windings of planar processes, exponential functionals and Asian options;Advances in Applied Probability;2018-09
4. On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process;Stochastics;2015-04-10
5. Last zero time or maximum time of the winding number of Brownian motions;Electronic Communications in Probability;2014-01-01
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