Abstract
In this article, we give the Laplace transform of the first passage times of reflected Ornstein-Uhlenbeck process with two-sided barriers.
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AMS Subject Classifications 60H10 · 60G40 · 90B05
Supported by NSF of China.
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Bo, L., Zhang, L. & Wang, Y. On the first passage times of reflected O-U processes with two-sided barriers. Queueing Syst 54, 313–316 (2006). https://doi.org/10.1007/s11134-006-0303-9
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DOI: https://doi.org/10.1007/s11134-006-0303-9