On the first passage times of reflected O-U processes with two-sided barriers.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/questa/BoZW06
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2006
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On the first passage times of reflected O-U processes with two-sided barriers.
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313-316
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Ornstein-Uhlenbeck processes; Two-sided reflected processes; The first passage times
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On the first passage times of reflected O-U processes with two-sided barriers.
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