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

来源：

JOURNAL OF APPLIED PROBABILITY | 1985年 / 22卷 / 02期

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

共 19 条

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