First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.
Guilbault, Jean-Luc ; Lefebvre, Mario
International Journal of Mathematics and Mathematical Sciences, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/909835
EUDML-ID : urn:eudml:doc:227219 
@article{05695232,
     title = {First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.},
     journal = {International Journal of Mathematics and Mathematical Sciences},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/909835},
     zbl = {1202.60121},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05695232}
}

Guilbault, Jean-Luc; Lefebvre, Mario. First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.. International Journal of Mathematics and Mathematical Sciences, Tome 2009 (2009) . doi : 10.1155/2009/909835. http://gdmltest.u-ga.fr/item/05695232/