The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps
Séminaire de probabilités de Strasbourg, Tome 19 (1985), pp. 80-90

Voir la notice de l'acte provenant de la source Numdam

@article{SPS_1985__19__80_0,
     author = {Hadjiev, Dimitar I.},
     title = {The first passage problem for generalized {Ornstein-Uhlenbeck} processes with non-positive jumps},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {80--90},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {19},
     year = {1985},
     mrnumber = {889469},
     zbl = {0562.60077},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SPS_1985__19__80_0/}
}
TY  - JOUR
AU  - Hadjiev, Dimitar I.
TI  - The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps
JO  - Séminaire de probabilités de Strasbourg
PY  - 1985
SP  - 80
EP  - 90
VL  - 19
PB  - Springer - Lecture Notes in Mathematics
UR  - http://geodesic.mathdoc.fr/item/SPS_1985__19__80_0/
LA  - en
ID  - SPS_1985__19__80_0
ER  - 
%0 Journal Article
%A Hadjiev, Dimitar I.
%T The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps
%J Séminaire de probabilités de Strasbourg
%D 1985
%P 80-90
%V 19
%I Springer - Lecture Notes in Mathematics
%U http://geodesic.mathdoc.fr/item/SPS_1985__19__80_0/
%G en
%F SPS_1985__19__80_0
Hadjiev, Dimitar I. The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps. Séminaire de probabilités de Strasbourg, Tome 19 (1985), pp. 80-90. http://geodesic.mathdoc.fr/item/SPS_1985__19__80_0/