Representations of first hitting time density of an Ornstein-Uhlenbeck Process

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Standard

Representations of first hitting time density of an Ornstein-Uhlenbeck Process. / Alili, L.; Patie, P; Pedersen, Jesper Lund.

I: Stochastic Models, Bind 21, Nr. 4, 2005, s. 967-980.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Alili, L, Patie, P & Pedersen, JL 2005, 'Representations of first hitting time density of an Ornstein-Uhlenbeck Process', Stochastic Models, bind 21, nr. 4, s. 967-980.

APA

Alili, L., Patie, P., & Pedersen, J. L. (2005). Representations of first hitting time density of an Ornstein-Uhlenbeck Process. Stochastic Models, 21(4), 967-980.

Vancouver

Alili L, Patie P, Pedersen JL. Representations of first hitting time density of an Ornstein-Uhlenbeck Process. Stochastic Models. 2005;21(4):967-980.

Author

Alili, L. ; Patie, P ; Pedersen, Jesper Lund. / Representations of first hitting time density of an Ornstein-Uhlenbeck Process. I: Stochastic Models. 2005 ; Bind 21, Nr. 4. s. 967-980.

Bibtex

@article{495423d074c211dbbee902004c4f4f50,
title = "Representations of first hitting time density of an Ornstein-Uhlenbeck Process",
author = "L. Alili and P Patie and Pedersen, {Jesper Lund}",
year = "2005",
language = "English",
volume = "21",
pages = "967--980",
journal = "Stochastic Models",
issn = "1532-6349",
publisher = "Taylor & Francis",
number = "4",

}

RIS

TY - JOUR

T1 - Representations of first hitting time density of an Ornstein-Uhlenbeck Process

AU - Alili, L.

AU - Patie, P

AU - Pedersen, Jesper Lund

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 21

SP - 967

EP - 980

JO - Stochastic Models

JF - Stochastic Models

SN - 1532-6349

IS - 4

ER -

ID: 71845