Representations of first hitting time density of an Ornstein-Uhlenbeck Process
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Representations of first hitting time density of an Ornstein-Uhlenbeck Process. / Alili, L.; Patie, P; Pedersen, Jesper Lund.
In: Stochastic Models, Vol. 21, No. 4, 2005, p. 967-980.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Alili, L, Patie, P & Pedersen, JL 2005, 'Representations of first hitting time density of an Ornstein-Uhlenbeck Process', Stochastic Models, vol. 21, no. 4, pp. 967-980.
APA
Alili, L., Patie, P., & Pedersen, J. L. (2005). Representations of first hitting time density of an Ornstein-Uhlenbeck Process. Stochastic Models, 21(4), 967-980.
Vancouver
Alili L, Patie P, Pedersen JL. Representations of first hitting time density of an Ornstein-Uhlenbeck Process. Stochastic Models. 2005;21(4):967-980.
Author
Bibtex
@article{495423d074c211dbbee902004c4f4f50,
title = "Representations of first hitting time density of an Ornstein-Uhlenbeck Process",
author = "L. Alili and P Patie and Pedersen, {Jesper Lund}",
year = "2005",
language = "English",
volume = "21",
pages = "967--980",
journal = "Stochastic Models",
issn = "1532-6349",
publisher = "Taylor & Francis",
number = "4",
}
RIS
TY - JOUR
T1 - Representations of first hitting time density of an Ornstein-Uhlenbeck Process
AU - Alili, L.
AU - Patie, P
AU - Pedersen, Jesper Lund
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 21
SP - 967
EP - 980
JO - Stochastic Models
JF - Stochastic Models
SN - 1532-6349
IS - 4
ER -
ID: 71845