first hitting place probabilities for a discrete version of the ornstein-uhlenbeck process首次触及的地方概率的离散版本ornstein-uhlenbeck过程.pdfVIP

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first hitting place probabilities for a discrete version of the ornstein-uhlenbeck process首次触及的地方概率的离散版本ornstein-uhlenbeck过程.pdf

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Hindawi Publishing Corporation International Journal of Mathematics and Mathematical Sciences Volume 2009, Article ID 909835, 12 pages doi:10.1155/2009/909835 Research Article First Hitting Place Probabilities for a Discrete Version of the Ornstein-Uhlenbeck Process Mario Lefebvre and Jean-Luc Guilbault ´ Departement de Mathematiques et de Genie Industriel, Ecole Polytechnique, C.P. 6079, ´ ´ ´ Succursale Centre-ville, Montreal, QC, Canada H3C 3A7

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