The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps
Séminaire de probabilités de Strasbourg, Tome 19 (1985), pp. 80-90
Cet article a éte moissonné depuis 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},
year = {1985},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {19},
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/