Properties of the Reflected Ornstein-Uhlenbeck Process.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/questa/WardG03a
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2003
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Properties of the Reflected Ornstein-Uhlenbeck Process.
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109-123
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dc:
subject
diffusion approximation; Ornstein-Uhlenbeck process; reflecting diffusion; steady-state; transient moment; level crossing time; maximum process
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title
Properties of the Reflected Ornstein-Uhlenbeck Process.
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44
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