First Hitting Place Probabilities for a Discrete Version of...

First Hitting Place Probabilities for a Discrete Version of the Ornstein-Uhlenbeck Process

Lefebvre, Mario, Guilbault, Jean-Luc
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Volume:
2009
Year:
2009
Language:
english
Journal:
International Journal of Mathematics and Mathematical Sciences
DOI:
10.1155/2009/909835
File:
PDF, 111 KB
english, 2009
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