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

Journal of Physics A: Mathematical and General

Volumn 37, Issue 12, 2004, Pages 3759-3767

  Larralde, Hernán ^a  

^a INSTITUTO DE CIENCIAS FÍSICAS   (Mexico)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1842782758     PISSN: 03054470     EISSN: None     Source Type: Journal    
DOI: 10.1088/0305-4470/37/12/003     Document Type: Article

References (10)

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4. van Kampen N 1992 Stochastic Processes in Physics and Chemistry (Amsterdam: North-Holland)
5. Feller W 1958 An Introduction to Probability Theory and its Applications vols 1 and 2 (New York: Wiley)
6. Larralde H 2004 Statistical properties of a discrete version of the Ornstein-Uhlenbeck process Phys. Rev. E 69 027102
7. Gasper G and Rahman M 1990 Basic Hypergeometric Series (Cambridge: Cambridge University press)
8. Andrews G E, Askey R and Roy R 1999 Special Functions (Cambridge: Cambridge University Press)
9. Gradshteyn I S and Ryzhik I M 1965 Table of Integrals and Series (New York: Academic)
10. Williams D 1991 Probability with Martingales (Cambridge Mathematical Textbooks) (Cambridge: Cambridge University Press)