A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process

Author:

HLHernán Larralde
Hernán Larralde

Publisher website

26 January 2004

journal article
Published by IOP Publishing in Journal of Physics A: General Physics

Vol. 37 (12) , 3759-3767
DOI:10.1088/0305-4470/37/12/003

Abstract

No abstract available

This publication has 5 references indexed in Scilit:

Statistical properties of a discrete version of the Ornstein-Uhlenbeck process
Physical Review E, 2004
A Guide to First-Passage Processes
2001
Special Functions
1999
The Fokker-Planck Equation
1996
Probability with Martingales
1991