EXPONENTIAL TRENDS OF ORNSTEIN-UHLENBECK 1ST-PASSAGE-TIME DENSITIES

被引:72
作者
NOBILE, AG [1 ]
RICCIARDI, LM [1 ]
SACERDOTE, L [1 ]
机构
[1] UNIV NAPLES,DIPARTIMENTO MATEMAT & APPLICAZ,I-80134 NAPLES,ITALY
关键词
D O I
10.2307/3213779
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
19
引用
收藏
页码:360 / 369
页数:10
相关论文
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