1 results
A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
- Published online by Cambridge University Press:
- 30 January 2018, pp. 595-601
- Print publication:
- June 2015
-
- Article
-
- You have access
- Export citation