Two-sided exit problem for a spectrally negative $\alpha$-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions.

Patie, Pierre. "Two-sided exit problem for a spectrally negative -stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions.." Electronic Communications in Probability [electronic only] 12 (2007): 146-160. <http://eudml.org/doc/128282>.

@article{Patie2007,
author = {Patie, Pierre},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {two-sided exit time; stable Ornstein-Uhlenbeck process},
language = {eng},
pages = {146-160},
publisher = {University of Washington},
title = {Two-sided exit problem for a spectrally negative -stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions.},
url = {http://eudml.org/doc/128282},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Patie, Pierre
TI - Two-sided exit problem for a spectrally negative -stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions.
JO - Electronic Communications in Probability [electronic only]
PY - 2007
PB - University of Washington
VL - 12
SP - 146
EP - 160
LA - eng
KW - two-sided exit time; stable Ornstein-Uhlenbeck process
UR - http://eudml.org/doc/128282
ER -