Cut-off and hitting times of a sample of Ornstein-uhlenbeck processes and its average

Journal of Applied Probability

Volumn 42, Issue 4, 2005, Pages 1069-1080

  Lachaud, B ^a,b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Cut off; Hitting time; Ornstein Uhlenbeck process

Indexed keywords

EID: 33645359202     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1134587817     Document Type: Article

References (18)

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