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:	05 Dec 2022 14:16
Web of Science ID:	000246453700002
URI:	https://boris.unibe.ch/id/eprint/21872 (FactScience: 18328)