A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process
- 26 January 2004
- journal article
- Published by IOP Publishing in Journal of Physics A: General Physics
- Vol. 37 (12) , 3759-3767
- https://doi.org/10.1088/0305-4470/37/12/003
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Statistical properties of a discrete version of the Ornstein-Uhlenbeck processPhysical Review E, 2004
- A Guide to First-Passage ProcessesPublished by Cambridge University Press (CUP) ,2001
- Special FunctionsPublished by Cambridge University Press (CUP) ,1999
- The Fokker-Planck EquationPublished by Springer Nature ,1996
- Probability with MartingalesPublished by Cambridge University Press (CUP) ,1991