Bo, Lijun; Ren, Guijun; Wang, Yongjin; Yang, Xuewei First passage times of reflected generalized Ornstein-Uhlenbeck processes. (English) Zbl 1261.60080 Stoch. Dyn. 13, No. 1, Paper No. 1250014, 16 p. (2013). MSC: 60J75 44A10 60J27 PDFBibTeX XMLCite \textit{L. Bo} et al., Stoch. Dyn. 13, No. 1, Paper No. 1250014, 16 p. (2013; Zbl 1261.60080) Full Text: DOI
Bo, Lijun; Wang, Yongjin; Yang, Xuewei First passage times of (reflected) Ornstein-Uhlenbeck processes over random jump boundaries. (English) Zbl 1239.60079 J. Appl. Probab. 48, No. 3, 723-732 (2011). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60J60 60K10 PDFBibTeX XMLCite \textit{L. Bo} et al., J. Appl. Probab. 48, No. 3, 723--732 (2011; Zbl 1239.60079) Full Text: DOI