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Exit Times and Poisson Kernels of the Ornstein–Uhlenbeck Diffusion
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-1-4899-2840-5openalex-snapshot
Partial Differential Equations
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From Brownian Motion to Schrödinger’s Equation
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Continuous Martingales and Brownian Motion
inferredcites →https://doi.org/10.1007/bf01225375openalex-snapshot
Conditional transformation of drift formula and potential theory for 1/2?+b(�)�?
inferredcites →https://doi.org/10.1007/s11118-007-9050-8openalex-snapshot
Poisson Kernel and Green Function of the Ball in Real Hyperbolic Spaces
inferredcites →https://doi.org/10.1016/0022-1236(91)90153-vopenalex-snapshot
A probabilistic principle and generalized Schrödinger perturbation
inferredcites →https://doi.org/10.1016/s0076-5392(09)x6004-2openalex-snapshot
The Special Functions and their Approximations
inferredcites →https://doi.org/10.1080/15326340500294702openalex-snapshot
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1
inferredcites →https://doi.org/10.1090/s0002-9947-1988-0936811-2openalex-snapshot
Conditional gauge and potential theory for the Schrödinger operator
inferredcites →https://doi.org/10.1103/physrev.81.617openalex-snapshot
On the First Passage Time Probability Problem
inferredcites →https://doi.org/10.1142/s0219024999000200openalex-snapshot
A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS
inferredcites →https://doi.org/10.1214/aop/1176994833openalex-snapshot
Hitting Spheres with Brownian Motion
inferredcites →https://doi.org/10.1214/aop/1176995427openalex-snapshot
Some Probabilistic Properties of Bessel Functions
inferredcites →https://doi.org/10.1525/9780520325340-004openalex-snapshot
FIRST EXIT TIMES FROM A SQUARE ROOT BOUNDARY
inferredcites →https://doi.org/10.2307/2004747openalex-snapshot
The Special Functions and Their Approximations
inferredcites →https://doi.org/10.3150/bj/1068128980openalex-snapshot
A survey and some generalizations of Bessel processes
inferredcites →https://doi.org/10.3929/ethz-a-004946228openalex-snapshot
On some first passage time problems motivated by financial applications
inferredcites →https://doi.org/10.4171/rmi/487openalex-snapshot
Poisson kernels of half–spaces in real hyperbolic spaces
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.4585326openalex-extracted
Variational Principles for the Exit Time of Non-Symmetric Diffusions
inferred← citeshttps://doi.org/10.1007/978-3-319-92420-5_1openalex-snapshot
Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain
inferred← citeshttps://doi.org/10.1007/s00285-012-0552-7openalex-snapshot
The Morris–Lecar neuron model embeds a leaky integrate-and-fire model
inferred← citeshttps://doi.org/10.1016/j.physd.2011.04.017openalex-snapshot
Mixed-mode oscillations in a stochastic, piecewise-linear system
inferred← citeshttps://doi.org/10.1016/j.spa.2007.02.007openalex-snapshot
The estimates of the mean first exit time from a ball for the α -stable Ornstein–Uhlenbeck processes
inferred← citeshttps://doi.org/10.1080/17442508.2024.2315274openalex-snapshot
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
inferred← citeshttps://doi.org/10.1088/1751-8113/48/13/135004openalex-snapshot
Time-changed Ornstein–Uhlenbeck process
inferred← citeshttps://doi.org/10.1088/1751-8121/acc559openalex-snapshot
Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces
inferred← citeshttps://doi.org/10.1109/tac.2017.2779876openalex-snapshot
Tracking a Diffusing Three-Dimensional Source via Nonholonomic Extremum Seeking
inferred← citeshttps://doi.org/10.1137/120897262openalex-snapshot
Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises
inferred← citeshttps://doi.org/10.1215/ijm/1373636692openalex-snapshot
Stable semigroups on homogeneous trees and hyperbolic spaces
inferred← citeshttps://doi.org/10.48550/arxiv.1309.0986openalex-snapshot
Ornstein-Uhlenbeck pinball: I. Poincaré inequalities in a punctured domain
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