Stochastic Models. 2014;30(2):143-161. doi: 10.1080/15326349.2014.900376 Q40.52025

On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process

Ornstein-Uhlenbeck过程的转变和首次撞击时间密度和时刻

DOI: 10.1080/15326349.2014.900376

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