ABSORPTION PROBABILITY FOR ORNSTEIN-UHLENBECK PROCESS

[1] ABRAMOWITZ M, 1964, HDB MATHEMATICAL FUN

[2] ASYMPTOTIC THEORY OF CERTAIN GOODNESS OF FIT CRITERIA BASED ON STOCHASTIC PROCESSES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 193 - 212

[3] [Anonymous], 1951, PAC J MATH

[4] BROWN BF, 1965, LAPLACE TRANSFORM TA, V73

[5] SOME ASPECTS OF THE SEQUENTIAL DESIGN OF EXPERIMENTS [J]. BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1952, 58 (05) : 527 - 535

[6] RUBIN H, 1970, 6TH P BERK S MATH ST, V1, P429

[7] SAVANT CJ, 1962, FUNDAMENTALS LAPLACE, P127

[8] SOLUTIONS FOR SOME DIFFUSION PROCESSES WITH 2 BARRIERS [J]. JOURNAL OF APPLIED PROBABILITY, 1970, 7 (02) : 423 - &

[1] ABRAMOWITZ M, 1964, HDB MATHEMATICAL FUN

[2] ASYMPTOTIC THEORY OF CERTAIN GOODNESS OF FIT CRITERIA BASED ON STOCHASTIC PROCESSES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 193 - 212

[3] [Anonymous], 1951, PAC J MATH

[4] BROWN BF, 1965, LAPLACE TRANSFORM TA, V73

[5] SOME ASPECTS OF THE SEQUENTIAL DESIGN OF EXPERIMENTS [J]. BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1952, 58 (05) : 527 - 535

[6] RUBIN H, 1970, 6TH P BERK S MATH ST, V1, P429

[7] SAVANT CJ, 1962, FUNDAMENTALS LAPLACE, P127

[8] SOLUTIONS FOR SOME DIFFUSION PROCESSES WITH 2 BARRIERS [J]. JOURNAL OF APPLIED PROBABILITY, 1970, 7 (02) : 423 - &