A result on the first-passage time of an Ornstein-Uhlenbeck process

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Standard

A result on the first-passage time of an Ornstein-Uhlenbeck process. / Ditlevsen, Susanne.

I: Statistics & Probability Letters, Bind 77, 2007, s. 1744-1749.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Ditlevsen, S 2007, 'A result on the first-passage time of an Ornstein-Uhlenbeck process', Statistics & Probability Letters, bind 77, s. 1744-1749.

APA

Ditlevsen, S. (2007). A result on the first-passage time of an Ornstein-Uhlenbeck process. Statistics & Probability Letters, 77, 1744-1749.

Vancouver

Ditlevsen S. A result on the first-passage time of an Ornstein-Uhlenbeck process. Statistics & Probability Letters. 2007;77:1744-1749.

Author

Ditlevsen, Susanne. / A result on the first-passage time of an Ornstein-Uhlenbeck process. I: Statistics & Probability Letters. 2007 ; Bind 77. s. 1744-1749.

Bibtex

@article{a4647e1087b211dcbee902004c4f4f50,
title = "A result on the first-passage time of an Ornstein-Uhlenbeck process",
author = "Susanne Ditlevsen",
year = "2007",
language = "English",
volume = "77",
pages = "1744--1749",
journal = "Statistics & Probability Letters",
issn = "0167-7152",
publisher = "Elsevier BV * North-Holland",

}

RIS

TY - JOUR

T1 - A result on the first-passage time of an Ornstein-Uhlenbeck process

AU - Ditlevsen, Susanne

PY - 2007

Y1 - 2007

M3 - Journal article

VL - 77

SP - 1744

EP - 1749

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

SN - 0167-7152

ER -

ID: 1426580