Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes
Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes
复制标题
贝塞尔过程的平方根边界和径向奥恩斯坦-乌伦贝克过程的撞击时间
DOI:
10.7494/opmath.2023.43.2.145
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发表时间:
2023
影响因子:
1
通讯作者:
Hamana Yuji
中科院分区:
文献类型:
--
作者:
Matsuzawa Yasumichi;Sasaki Itaru;Usami Kyosuke;Hamana Yuji