The estimates of the mean first exit time from a ball for the α-stable Ornstein-Uhlenbeck processes

Stochastic Processes and their Applications

Volumn 117, Issue 10, 2007, Pages 1540-1560

  Jakubowski, Tomasz ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

stable process; Exit time; Ornstein Uhlenbeck process

Indexed keywords

DIFFUSION; STATISTICAL METHODS;

LANGEVIN EQUATIONS; ORNSTEIN UHLENBECK PROCESSES; STABLE PROCESSES;

BROWNIAN MOVEMENT;

EID: 34548204479     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.02.007     Document Type: Article

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