Distribution of the time when the Uhlenbeck process firstly overruns certain bound

• 1 January 1962
• journal article
• Published by Institute of Mathematics, Czech Academy of Sciences in Applications of Mathematics
• Vol. 7  (2) , 141-148
• https://doi.org/10.21136/am.1962.102795

Abstract

Keywords

• DISTRIBUTION
• UHLENBECK PROCESS FIRSTLY
• OVERRUNS CERTAIN BOUND
• PROCESS FIRSTLY OVERRUNS