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