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Publications by B. Leblanc

A Correction Note on the First Passage Time of an Ornstein-Uhlenbeck Process to a Boundary

Finance and Stochastics

English

Related publications

On a Reflected Ornstein-Uhlenbeck Process With an Application

Bulletin of the Australian Mathematical Society

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The First Passage Problem for Generalized Ornstein-Uhlenbeck Processes With Non-Positive Jumps

Lecture Notes in Mathematics

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Limit Distribution of a Generalized Ornstein -- Uhlenbeck Process

International Journal of Statistics and Probability

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Stochastic Volatility With an Ornstein-Uhlenbeck Process: An Extension

SSRN Electronic Journal

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Comparing Information Metrics for a Coupled Ornstein–Uhlenbeck Process

Electronic Engineering

Information Systems

Mathematical Physics

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Stochastic Equivalence of Gaussian Process to the Wiener Process, Brownian Bridge, Ornstein–Uhlenbeck Process

Research Bulletin of the National Technical University of Ukraine "Kyiv Polytechnic Institute"

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Sharp Large Deviations for the Ornstein - Uhlenbeck Process

Теория вероятностей и ее применения

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Sharp Large Deviations for the Fractional Ornstein - Uhlenbeck Process

Теория вероятностей и ее применения

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On Conditional Ornstein-Uhlenbeck Processes

Advances in Applied Probability

Applied Mathematics

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