The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps
Hadjiev, Dimitar I.
Séminaire de probabilités de Strasbourg, Tome 19 (1985), p. 80-90 / Harvested from Numdam
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Publié le : 1985-01-01
@article{SPS_1985__19__80_0,
     author = {Hadjiev, Dimitar},
     title = {The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {19},
     year = {1985},
     pages = {80-90},
     mrnumber = {889469},
     zbl = {0562.60077},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1985__19__80_0}
}

Hadjiev, Dimitar I. The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps. Séminaire de probabilités de Strasbourg, Tome 19 (1985) pp. 80-90. http://gdmltest.u-ga.fr/item/SPS_1985__19__80_0/

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