"A Recursion Formula for the Moments of the First Passage Time of the ..."

Dirk Veestraeten (2015)

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DOI: 10.1017/S0021900200012663

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type: Journal Article

metadata version: 2020-04-16

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Dirk Veestraeten:
A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process. J. Appl. Probab. 52(2): 595-601 (2015)

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