A result on the first-passage time of an Ornstein-Uhlenbeck process
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Statistics & Probability Letters |
| Volume | 77 |
| Pages (from-to) | 1744-1749 |
| Number of pages | 6 |
| ISSN | 0167-7152 |
| Publication status | Published - 2007 |
ID: 1426580