2004•Mathematical BiosciencesRequires access

First passage time problem for a drifted Ornstein–Uhlenbeck process

Yoann Madec, Caroline Japhet

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Key concepts: Ornstein–Uhlenbeck process, First-hitting-time model, Probability density function, Stochastic process, Mathematics, Applied mathematics, Perturbation (astronomy), Process (computing)

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First passage time problem for a drifted Ornstein–Uhlenbeck process — Research Paper | ScholarLens