Exact solution to a first-passage problem for an Ornstein–Uhlenbeck process with jumps and its integral

Saved in:
Bibliographic Details
Published inStatistics & probability letters Vol. 205; p. 109956
Main Author Lefebvre, Mario
Format Journal Article
LanguageEnglish
Published 01.02.2024
Online AccessGet full text

Cover

More Information
ISSN:0167-7152
DOI:10.1016/j.spl.2023.109956