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This article is cited in 11 scientific papers (total in 11 papers)
On hitting times of the winding processes of planar Brownian motion and of Ornstein–Uhlenbeck processes, via Bougerol’s identity
S. Vakeroudisab a Ècole Normale Supérieure, Paris
b Université Pierre & Marie Curie, Paris VI
Received: 28.07.2010
Citation:
S. Vakeroudis, “On hitting times of the winding processes of planar Brownian motion and of Ornstein–Uhlenbeck processes, via Bougerol’s identity”, Teor. Veroyatnost. i Primenen., 56:3 (2011), 566–591; Theory Probab. Appl., 56:3 (2011), 485–507
Linking options:
https://www.mathnet.ru/eng/tvp4407https://doi.org/10.4213/tvp4407 https://www.mathnet.ru/eng/tvp/v56/i3/p566
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Abstract page: | 393 | Full-text PDF : | 177 | References: | 57 |
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