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A clarification note about hitting times densities for Ornstein-Uhlenbeck processes |
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| Authors: | Anja Göing-Jaeschke Marc Yor |
| Institution: | (1) Baloise Insurance Group, Aeschengraben 21, 4002 Basel, Switzerland (e-mail: anja.goeing-jaeschke@basler.ch); Formerly: ETH Zurich, Department of Mathematics, 8092 Zurich , CH;(2) Université Pierre et Marie Curie, Laboratoire de Probabilités, 4 Place Jussieu, 75252 Paris Cedex 05, France , FR |
| Abstract: | |
| Keywords: | : Hitting time Ornstein-Uhlenbeck process |
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