First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.
Guilbault, Jean-Luc; Lefebvre, Mario
International Journal of Mathematics and Mathematical Sciences (2009)
- Volume: 2009, page Article ID 909835, 12 p.-Article ID 909835, 12 p.
- ISSN: 0161-1712
Access Full Article
top
How to cite
topGuilbault, Jean-Luc, and Lefebvre, Mario. "First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.." International Journal of Mathematics and Mathematical Sciences 2009 (2009): Article ID 909835, 12 p.-Article ID 909835, 12 p.. <http://eudml.org/doc/227219>.
@article{Guilbault2009,
author = {Guilbault, Jean-Luc, Lefebvre, Mario},
journal = {International Journal of Mathematics and Mathematical Sciences},
language = {eng},
pages = {Article ID 909835, 12 p.-Article ID 909835, 12 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.},
url = {http://eudml.org/doc/227219},
volume = {2009},
year = {2009},
}
TY - JOUR
AU - Guilbault, Jean-Luc
AU - Lefebvre, Mario
TI - First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 909835, 12 p.
EP - Article ID 909835, 12 p.
LA - eng
UR - http://eudml.org/doc/227219
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.