Two-sided exit problem for a spectrally negative alpha-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions

Patie, Pierre (2007). Two-sided exit problem for a spectrally negative alpha-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions. Electronic communications in probability, 12, pp. 146-160. Shaker Heights, Ohio: Institute of Mathematical Statistics

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Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Patie, Pierre Bernard

ISSN:

1083-589X

Publisher:

Institute of Mathematical Statistics

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

04 Oct 2013 14:52

Last Modified:

01 Apr 2014 03:38

Web of Science ID:

000246453700002

URI:

https://boris.unibe.ch/id/eprint/21872 (FactScience: 18328)

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