Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ahari, Aria, Alili, Larbi, Tamborrino, Massimiliano
Format:	Preprint
Published:	2022
Subjects:	Probability 35K05, 60J50, 60J60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2210.01658