Antonio Di Crescenzo, Virginia Giorno, Amelia G. Nobile, Serena Spina
{"title":"通过时变椭圆的二维维纳过程和奥恩斯坦-乌伦贝克过程的首次出口时间问题","authors":"Antonio Di Crescenzo, Virginia Giorno, Amelia G. Nobile, Serena Spina","doi":"10.1080/17442508.2024.2315274","DOIUrl":null,"url":null,"abstract":"We study the first-exit-time problem for the two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses which run according to specific rules depending on the processes. ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"76 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses\",\"authors\":\"Antonio Di Crescenzo, Virginia Giorno, Amelia G. Nobile, Serena Spina\",\"doi\":\"10.1080/17442508.2024.2315274\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We study the first-exit-time problem for the two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses which run according to specific rules depending on the processes. ...\",\"PeriodicalId\":501524,\"journal\":{\"name\":\"Stochastics\",\"volume\":\"76 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-03-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2024.2315274\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2024.2315274","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
We study the first-exit-time problem for the two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses which run according to specific rules depending on the processes. ...
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
