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0509186 - FGÚ 2020 RIV US eng J - Journal Article
D´Onofrio, Giuseppe - Pirozzi, E.
Asymptotics of Two-boundary First-exit-time Densities for Gauss-Markov Processes.
Methodology and Computing in Applied Probability. Roč. 21, č. 3 (2019), s. 735-752. ISSN 1387-5841. E-ISSN 1573-7713
R&D Projects: GA ČR(CZ) GA17-06943S
Institutional support: RVO:67985823
Keywords : first passage time problem * Ornstein-Uhlenbeck process * time-dependent boundaries * Gauss-Markov processes
OECD category: Applied mathematics
Impact factor: 0.809, year: 2019
Method of publishing: Limited access
https://link.springer.com/article/10.1007%2Fs11009-018-9617-4
Permanent Link: http://hdl.handle.net/11104/0299943