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Mean first exit times of Ornstein-Uhlenbeck processes in high-dimensional spaces

dc.date.accessioned2024-02-15T17:42:07Z
dc.date.available2024-05-04T22:45:56Z
dc.date.created2022-11-29T20:10:39Z
dc.date.issued2023
dc.identifier.citationKersting, Hans Orvieto, Antonio Proske, Frank Norbert Lucchi, Aurelien . Mean first exit times of Ornstein-Uhlenbeck processes in high-dimensional spaces. Journal of Physics A: Mathematical and Theoretical. 2023, 56(21)
dc.identifier.urihttp://hdl.handle.net/10852/108082
dc.languageEN
dc.titleMean first exit times of Ornstein-Uhlenbeck processes in high-dimensional spaces
dc.title.alternativeENEngelskEnglishMean first exit times of Ornstein-Uhlenbeck processes in high-dimensional spaces
dc.typeJournal article
dc.creator.authorKersting, Hans
dc.creator.authorOrvieto, Antonio
dc.creator.authorProske, Frank Norbert
dc.creator.authorLucchi, Aurelien
cristin.unitcode185,15,13,35
cristin.unitnameRisiko og stokastikk
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.qualitycode1
dc.identifier.cristin2084705
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal of Physics A: Mathematical and Theoretical&rft.volume=56&rft.spage=&rft.date=2023
dc.identifier.jtitleJournal of Physics A: Mathematical and Theoretical
dc.identifier.volume56
dc.identifier.issue21
dc.identifier.doihttps://doi.org/10.1088/1751-8121/acc559
dc.type.documentTidsskriftartikkel
dc.type.peerreviewedPeer reviewed
dc.source.issn1751-8113
dc.type.versionAcceptedVersion
cristin.articleid215003
dc.relation.projectNFR/274410


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