A result on the first-passage time of an Ornstein-Uhlenbeck process

15 Citations (Scopus)

Original language	English
Journal	Statistics & Probability Letters
Volume	77
Pages (from-to)	1744-1749
Number of pages	6
ISSN	0167-7152
Publication status	Published - 2007

Cite this

@article{a4647e1087b211dcbee902004c4f4f50,

title = "A result on the first-passage time of an Ornstein-Uhlenbeck process",

author = "Susanne Ditlevsen",

year = "2007",

language = "English",

volume = "77",

pages = "1744--1749",

journal = "Statistics & Probability Letters",

issn = "0167-7152",

publisher = "Elsevier BV * North-Holland",

}