ABSORPTION PROBABILITY FOR ORNSTEIN-UHLENBECK PROCESS

被引：14

作者：

DIRKSE, JP ^{[1
]}

机构：

[1] GEORGE WASHINGTON UNIV,WASHINGTON,DC 20006

来源：

关键词：

D O I：

10.2307/3212876

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：595 / 599

页数：5

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[6]

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[7]

SAVANT CJ, 1962, FUNDAMENTALS LAPLACE, P127

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HARDIN, JC .